statement
The Nelson–Siegel method allows modeling the dependence of bond yield on maturity and forming a smoothed yield curve.
A statement by Cbonds. Statements are as reported by the cited publishers — not verified by DecisionGateway.
который позволяет моделировать зависимость доходности облигаций от срока до погашения и формировать сглаженную кривую доходности
Discussion
More claims by Cbonds
The new tool can be viewed in the «Кривые доходности» section on the Cbonds website.statementThe new curve allows analyzing the structure of dollar yields on the Russian market, assessing their dynamics and comparing yield levels at various maturities.statementInformation about the substitute bonds of the Russian Federation is also presented on the Cbonds website.statementSubstitute bonds of the Russian Federation (e.g., Россия, ОВОЗ РФ 2028) are used to calibrate the model parameters.statementThe curve is calculated using the Nelson–Siegel method.statement
All claims by Cbonds