搜索资源列表
Hermite_Spline
- 进行分段三次Hermite插值和分段三次Spline插值，比较F-C取导数方法所得到期收益率曲线逼近中债结算公司的到期收益率曲线的效果的程序
yieldcurve
- 收益率曲线计算方法,介绍很详细,而且是中文的
nelson
- Nelson－Siegel 模型 对债券收益率曲线的建模
Hermite_Spline
- 进行分段三次Hermite插值和分段三次Spline插值，比较F-C取导数方法所得到期收益率曲线逼近中债结算公司的到期收益率曲线的效果的程序-Hermite interpolation for sub-three and three sub-Spline interpolation, comparing FC take derivative curve approximation method, due in settlement of
yieldcurve
- 收益率曲线计算方法,介绍很详细,而且是中文的-Yield curve calculation method, a very detailed introduction and is in Chinese
nelson
- Nelson－Siegel 模型 对债券收益率曲线的建模-Nelson-Siegel model to the bond yield curve modeling
MATLAB6
- 利用双均线金叉死叉做一个简单的回测系统，要求输出胜率，交易次数，收益率，资金最大回撤，夏普比例，以及每笔信息和资金曲线）-DrawBack Code
ns-model
- 用于分解收益率曲线，将之分为水平、斜率等因子.比单纯分析利率更加精确- For decomposing the yield curve, which is divided into horizontal, slope and other factors. Is more accurate than a simple analysis interest rate
利用macd进行量化投资（数据和代码）
- 利用常见的技术指标macd进行量化选股投资，以及进行收益率曲线的模拟。(Macd, a common technical index, is used to quantify stock selection investment and to simulate the yield curve.)
Matlab与利率期限结构静态估计-NS模型
- Matlab与利率期限结构静态估计-NS模型,有图有代码说明(Matlab NS model code express)