Daniel Bujnovský

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Recent activity by Daniel Bujnovský Recent activity Votes

  • 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 2 followers 1 comment 0 votes

  • 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...

    Daniel Bujnovský 3 followers 3 comments 0 votes