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Show HN: A yield curve application made with quantra.io
- lordnacho 9y agoHow about populating it with an example or two, eg the USD and EUR current curves?
- melenaboija 9y agoIf you go to tools you will be able to load the eonia curve from "Everything You Always Wanted to Know About Multiple Interest Rate Curve Bootstrapping But Were Afraid To Ask" from Ametrano
- dimfan 9y agono wok!
- melenaboija 9y agoJust added a popup message
- binarymax 9y agoHi, I want to like this - but I can't seem to get it to do anything. Some honest feedback is the UX is not at all friendly, and after 5 minutes of trying I couldn't generate a curve from the example. I got to the point where I had to chose a date that has at least one data point. But how do I know what that date is? IMO, loading the example should fill in absolutely everything needed to generate a curve. Including the points, definition, rates, and schedules, and then show something instantly.
- melenaboija 9y agoThanks for your feedback and sorry for the design :( The existing example is a full working example, the only thing that needs to be set are the curve parameters. To make it work: - Go to tools - Load the example - Go to Term Structures - Go to submenu Generate Curve - Select DiscountCurve, December 11th of 2012 as date and the curve you want - Generate the curve I just added a message with a brief explanation of it. Rates are there too, you can see them if you go to Term Structure Rates and select December 11th of 2012, they are also from the paper.
- pablobaz 9y agoJust make a button for first time users that says "show example curve"
- efm 9y agoAn example which loads itself would be helpful. What else does quantra.io do?
- melenaboija 9y agoAlready answered the example question. About quantra.io, is an API that can be used to generate curves, price Interest Rate Swaps, price bonds and some dates and calendars calculations. Check apidocs.quantra.io
- baus 9y agoIt might not be as sophisticated, but I've been working on a small app to generate yield curves from Fed data: http://yield.io/ http://yield.io/
- melenaboija 9y agoMuch nicer design :) Bonds can be priced with the API too, will add them some day