# Build and Analyze Curve Models

Create and analyze interest-rate and default probability curves

Analyze interest-rate curves or bootstrap interest-rate curves from market data using a `ratecurve` object. Estimate parameters for yield curve models using a `parametercurve` object. Price inflation instruments using an `inflationcurve` object. Price credit instruments using a default probability curve with a `defprobcurve` object.

## Functions

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 `ratecurve` Create `ratecurve` object for interest-rate curve from dates and data `zerorates` Calculate zero rates for `ratecurve` object `forwardrates` Calculate forward rates for `ratecurve` object `discountfactors` Calculate discount factors for a `ratecurve` object `irbootstrap` Bootstrap interest-rate curve from market data
 `inflationcurve` Create `inflationcurve` object for interest-rate curve from dates and data `indexvalues` Calculate index values for `inflationcurve` object `inflationbuild` Build inflation curve from market zero-coupon inflation swap rates
 `parametercurve` Create `parametercurve` object for storing interest-rate curve function `zerorates` Calculate zero rates for `parametercurve` object `discountfactors` Calculate discount factors for `parametercurve` object `forwardrates` Calculate forward rates for `parametercurve` object `fitNelsonSiegel` Fit Nelson-Siegel model to bond market data `fitSvensson` Fit Svensson model to bond market data
 `defprobcurve` Create `defprobcurve` object for credit instrument `survprobs` Compute survival probability based on default probability curve `hazardrates` Compute hazard rates based on default probability curve `defprobstrip` Bootstrap `defprobcurve` object from market CDS instruments

## Examples and How To

Bootstrap Default Probability Curve from Market CDS Instruments

This example shows how to use `defprobstrip` to bootstrap a `defprobcurve` object based on market CDS instruments.

## Concepts

Get Started with Workflows Using Object-Based Framework for Pricing Financial Instruments

Use objects to model and price financial instruments.

Choose Instruments, Models, and Pricers

Select instruments, associated models, and associated pricers.