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Online yield curve utility using Quantlib.

by T Robbertze :: Rate this Message:

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Hi

I used Quantlib to created a free online utility to build interest rate yield curves from cash-deposits, forward-rate-agreements, interest-rate-futures and interest-rate-swaps.

Currently the utility lacks a proper set of data (I am working on the problem), and cannot really do anything other than build vanilla yield curves.

I would really apprecaite it if everybody could take a look at the site and comment, especially on possible enhancements and what features I should add to make it actually usefull.

The website can be found at http://www.bramaan.com

Regards

Theo Robbertze

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