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Overview:

YieldCurveFitter is a tool for computing the spot rate and several commonly used intermediate (non-T-bill) term rates. It 'knows' what yield curves act like, fitting with relatively few points. The two shortest term rates must be provided, but only a few of the last ten are needed to compute those not supplied by the user. Option investors will be primarily interested in the spot rate (which NillaHedge interprets as the risk free rate). Bond investors will be primarily interested in fitted yields for intermediate term rates, i.e. at maturities where no U.S. Treasury bond is offered, and any premium those investments may offer over the yield curve. The freeware version doesn't have a server interface, so you'll have to type the T-Bill rates in manually.

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Format:SoftwareSize:68 KB
Date:Oct 2008Version:2008.10
License:Free to tryPrice:$10.00
Limitations:Cannot fetch T-Bill rates from server
Platform:Mobile
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