# CurviLinear™

Fast, flexible yield curve analytics

- Builds constant maturity par yield curve, given a set of bond terms and prices/yields
- Simultaneously solves for interest rate volatility when constructing best-fit municipal yield curves
- Builds spread curve, given benchmark par yield curve and set of bond terms and prices/yields
- Computes price and yield of bond, given a par yield curve, spread curve (optional), and bond terms
- Determines coupon of bond, given par yield curve, spread curve (optional), bond price or yield, and bond terms
- Converts between the following types of curves:
- Constant maturity par yield curve (consisting of discount bill yields and par bond yields)
- Swap curve (consisting of cash, futures, and swap rates)
- Spot curve (consisting of compounded zero coupon rates)
- Discount factor curve