Daniel Bujnovský
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Daniel Bujnovskýさんが投稿を作成しました:
Spot rate curve
ユーザーの入力を待っています。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] ...
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Daniel Bujnovskýさんがコメントを作成しました:
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). ...
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Daniel Bujnovskýさんが投稿を作成しました:
Basic linear equality constraint
回答済み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...