Ho Lee
Overview
Fixed Income analysis is a complex subject. The davinci library contains a number of differenct tool for analyzing cash flows from fixed
income instruments. This corner goes through some simple examples.
{% dr = \eta (t) dt + \beta^{1/2}dW %}
Calibration
{% \eta (t) = \beta(t-t_0) - \partial{^2 ln(Z(t_0, t))} / \partial{t^2} %}
