| 摘要 |
PROBLEM TO BE SOLVED: To provide a calculation device which outputs an optimal yield curve.SOLUTION: A calculation device 100 calculates plural discount functions on the basis of: plural types of correction functions representing a trading price of a bond as a price that is a total of a current price of the bond and a noise component increasing according to the length of a residual period of the bond; trading data 131; and brand data 132. The calculation device 100 then calculates plural yield curves on the basis of the calculated discount functions, and determines and outputs an optimal yield curve of the plural yield curves calculated. |
