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Company PocketNumerix

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YieldCurveFitter

YieldCurveFitter is a tool for fetching current T-bill rates (using a related T-Bill Rate Subscription) and computing the spot rate and several commonly used intermediate (non-T-bill) term rates.

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 T-bill yield curve.

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Last Edited 10/6/08

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