Daniel Bujnovský

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Activity overview

Latest activity by Daniel Bujnovský
  • Daniel Bujnovský created a post,

    Spot rate curve

    Awaiting user input

    Hello Gurobi community! I'd like to ask you for help with the following problem. I am trying to get the spot rate curve (r[t]) from set of coupon bonds with prices P[i] generating cashflows F[t,i] ...

  • Daniel Bujnovský commented,

    Thank you very much for your answer, it is all clear now.   I will probably handle with piecewise-linear objective and linear constraints (I am dealing with Yasuda-Kasai financial planning model). ...

  • Daniel Bujnovský created a post,

    Basic linear equality constraint

    Answered

    Hello, I am pretty much beginner to optimization (I've studied it for like one year at my university and used matlab functions to do optimization) and I wanted something different/better so I've ch...