ESG - Yield curve calibration

ESG - Yield Curve Calibration tool is prepared for fast and efficient calibration of the one-factor Hull-White model parameters with several analytical features to help you decide about the most relevant results. Market yield curve - possibly created by Yield Curve fitting tool - is one of the inputs to the calibration. Outputs from this tool may then be used as inputs to the ESG - Yield Curve Simulation tool.
Although the application is easy to understand, contains a detailed User Guide as well as a Help feature, we also can provide you with comprehensive training of tool handling and related theory.
If required, we also can agree on tailor-made adjustments of the tool to cover your specific needs.




Please contact us for further information!