Yield Curve by QuantLib in Excel with market rates and cubic spline











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How to create an interest rate yield curve in Excel out of market rates (deposits, futures, swaps), using QuantLib and applying cubic, spline interpolation. • The spreadsheet is available at https://www.deriscope.com/excel/Yield... • Blog article at https://blog.deriscope.com/index.php/... • For more information visit https://www.deriscope.com

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