https://fderivs.com/wiki/ 2026-04-16T23:20:57+00:00 https://fderivs.com/wiki/ https://fderivs.com/wiki/lib/tpl/bootstrap3/images/favicon.ico text/html 2021-08-10T13:25:49+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmborrow_batchbuilder&rev=1628601949&do=diff Borrow Curve Builder Batch - Itens relacionados... ---------- * Polynomial Models ---------- Instrument Model Type text/html 2021-08-10T13:27:31+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmborrow_builder&rev=1628602051&do=diff Borrow Curve Builder - Itens relacionados... ---------- * Polynomial Models ---------- Instrument Model Type text/html 2021-08-10T13:27:40+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmborrow_chart&rev=1628602060&do=diff Borrow Curve Chart - Itens relacionados... ---------- * Polynomial Models ---------- Instrument Model Type text/html 2021-08-10T13:28:01+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmborrow_charthist&rev=1628602081&do=diff Borrow Curve Historic Chart - 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Itens relacionados... ---------- * Polynomial Models ---------- Instrument Model Type text/html 2021-08-10T13:43:06+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frminterest_batchbuilder&rev=1628602986&do=diff Interest Curve Builder Batch - Itens relacionados... ---------- * Polynomial Models ---------- Instrument Model Type text/html 2021-08-10T13:43:26+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frminterest_builder&rev=1628603006&do=diff Interest Curve Builder - Itens relacionados... ---------- * Polynomial Models ---------- Instrument Model Type text/html 2021-08-10T13:43:35+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frminterest_chart&rev=1628603015&do=diff Interest Curve Chart - Itens relacionados... ---------- * Polynomial Models ---------- Instrument Model Type text/html 2021-08-10T13:44:11+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frminterest_chartbrl&rev=1628603051&do=diff Interest Curve BRL Chart - Itens relacionados... ---------- * Polynomial Models ---------- Instrument Model Type text/html 2021-08-10T13:45:50+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmpublicbond_batchbuilder&rev=1628603150&do=diff Public Bond Curve Batch Builder - Itens relacionados... ---------- * Polynomial Models ---------- Instrument Model Type text/html 2021-08-10T13:46:00+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmpublicbond_builder&rev=1628603160&do=diff Public Bond Curve Builder - Itens relacionados... ---------- * Polynomial Models ---------- Instrument Model Type text/html 2021-08-10T13:46:43+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmpublicbond_chart&rev=1628603203&do=diff Public Bond Curve Chart - Itens relacionados... ---------- * Polynomial Models ---------- Instrument Model Type text/html 2021-08-10T13:46:54+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmpublicbond_charthist&rev=1628603214&do=diff Public Bond Curve Historic Chart - Itens relacionados... ---------- * Polynomial Models ---------- Instrument Model Type text/html 2022-03-17T15:31:30+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmrating_batchbuilder&rev=1647531090&do=diff Curva de Rating - Batch Builder ---------- A tela Rating Builder Batch é uma tela para construção de várias curvas de rating de uma forma mais simples. Seu objetivo é construir curvas de rating percentual e aditivo, necessitando que o usuário insira apenas os dados de uma das curvas, sendo a outra construída automaticamente. text/html 2022-03-16T18:56:29+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmrating_builder&rev=1647456989&do=diff Curva de Rating ---------- A curva de Spread Rating, ou somente curva de Rating, é uma curva que será usada para cálculos de empréstimo, em que o resultado de uma interpolação será aplicado à uma taxa de juros. Esta curva é muito parecida com a text/html 2022-03-16T16:41:52+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmspread_builder&rev=1647448912&do=diff Curva de Spread ---------- A curva de Spread é uma curva que será usada para cálculos de empréstimo, em que o resultado de uma interpolação será aplicado à uma taxa de juros. A curva de spread pode estar em formato aditivo ou percentual. No momento de criação da curva, o usuário precisa definir apenas uma das taxas para cada ponto, pois a outra será calculada automaticamente. text/html 2021-08-21T20:33:21+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmvolatility_batchbuilderevol&rev=1629578001&do=diff Volatility Curve Builder EVOL Batch - Itens relacionados... ---------- * Extended Volatility (EVOL) Model * Volatility Model (HVol) * Models: The Volatility Surface * Volatility per Delta Model/Retroactive/Health Check * Vanilla Options: calibration of volatility surface and pricing example ---------- * Polynomial Models * Polynomial Settings Instrument Model Type text/html 2021-08-21T20:33:29+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmvolatility_batchbuilderfvol&rev=1629578009&do=diff Volatility Curve Builder FVOL Batch - Itens relacionados... ---------- * Extended Volatility (EVOL) Model * Volatility Model (HVol) * Models: The Volatility Surface * Volatility per Delta Model/Retroactive/Health Check * Vanilla Options: calibration of volatility surface and pricing example ---------- * Polynomial Models * Polynomial Settings Instrument Model Type text/html 2021-08-21T20:33:37+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmvolatility_builderevol&rev=1629578017&do=diff Volatility Curve Builder EVOL - Itens relacionados... ---------- * Extended Volatility (EVOL) Model * Volatility Model (HVol) * Models: The Volatility Surface * Volatility per Delta Model/Retroactive/Health Check * Vanilla Options: calibration of volatility surface and pricing example ---------- * Polynomial Models * Polynomial Settings Instrument Model Type text/html 2021-08-12T20:05:37+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmvolatility_builderfvol&rev=1628798737&do=diff Volatility Curve Builder FVOL - Itens relacionados... ---------- * Extended Volatility (EVOL) Model * Volatility Model (HVol) * Models: The Volatility Surface * Volatility per Delta Model/Retroactive/Health Check * Vanilla Options: calibration of volatility surface and pricing example ---------- * Polynomial Models * Polynomial Settings Instrument Model Type text/html 2021-08-12T15:18:19+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmvolatility_chart&rev=1628781499&do=diff Volatility Curve Chart - Itens relacionados... ---------- * Extended Volatility (EVOL) Model * Volatility Model (HVol) * Models: The Volatility Surface * Volatility per Delta Model/Retroactive/Health Check * Vanilla Options: calibration of volatility surface and pricing example ---------- * Polynomial Models * Polynomial Settings Instrument Model Type text/html 2021-08-21T20:34:00+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmvolatility_chartaverage&rev=1629578040&do=diff Volatility Average Curve Chart - Itens relacionados... ---------- * Extended Volatility (EVOL) Model * Volatility Model (HVol) * Models: The Volatility Surface * Volatility per Delta Model/Retroactive/Health Check * Vanilla Options: calibration of volatility surface and pricing example ---------- * Polynomial Models * Polynomial Settings Instrument Model Type text/html 2021-08-12T15:16:10+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmvolatility_charthist&rev=1628781370&do=diff Volatility Curve Historic Chart - Itens relacionados... ---------- * Extended Volatility (EVOL) Model * Volatility Model (HVol) * Models: The Volatility Surface * Volatility per Delta Model/Retroactive/Health Check * Vanilla Options: calibration of volatility surface and pricing example ---------- * Polynomial Models * Polynomial Settings Instrument Model Type text/html 2021-08-10T13:51:09+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmvolatility_charthistoricvolatm&rev=1628603469&do=diff Volatility Comparison ATM/Historic Absolute Chart - Itens relacionados... ---------- * Extended Volatility (EVOL) Model * Volatility Model (HVol) * Models: The Volatility Surface * Volatility per Delta Model/Retroactive/Health Check * Vanilla Options: calibration of volatility surface and pricing example text/html 2021-08-10T13:51:17+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmvolatility_charthistvol_relative&rev=1628603477&do=diff Volatility Comparison ATM/Historic Relative Chart - Itens relacionados... ---------- * Extended Volatility (EVOL) Model * Volatility Model (HVol) * Models: The Volatility Surface * Volatility per Delta Model/Retroactive/Health Check * Vanilla Options: calibration of volatility surface and pricing example text/html 2021-08-10T13:44:20+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmvolatility_chartseism&rev=1628603060&do=diff Volatility Seismograph Chart - Itens relacionados... ---------- * Extended Volatility (EVOL) Model * Volatility Model (HVol) * Models: The Volatility Surface * Volatility per Delta Model/Retroactive/Health Check * Vanilla Options: calibration of volatility surface and pricing example text/html 2021-08-10T13:51:25+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmvolatility_percentilespread&rev=1628603485&do=diff Volatility Percentile Fvol Parameters Chart - Itens relacionados... ---------- * Extended Volatility (EVOL) Model * Volatility Model (HVol) * Models: The Volatility Surface * Volatility per Delta Model/Retroactive/Health Check * Vanilla Options: calibration of volatility surface and pricing example text/html 2021-08-11T19:33:52+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:frmvolrefex_builder&rev=1628710432&do=diff Volatility Weighthing - Itens relacionados... ---------- * Polynomial Models ---------- * Polynomial Settings Instrument Model Type text/html 2023-07-20T14:12:09+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:manual_polynomial&rev=1689862329&do=diff Manual Polynomial ---------- 1. Menu principal 2. Toolstrip 3. Telas ---------- Criando uma Volatility Curve Criando um grid de Volatility Percentile (FVOL Parameters) Importando uma curva de Borrow na tela Borrow Curve Builder Importando uma curva de Borrow na tela Borrow Curve Builder Batch Criar curva de stress em Volatility Curve Builder Como importar várias curvas de Fvol para publicação adotando o modelo Delta/Vol Comparando a curva publicada de Vol com a curva de mercado… text/html 2023-05-18T15:10:23+00:00 Anonymous (anonymous@undisclosed.example.com) https://fderivs.com/wiki/doku.php?id=plataforma:polynomial:polynomial&rev=1684422623&do=diff plataforma Polynomial O Polinomial é um aplicativo de curvas para a plataforma Fderivs, desenvolvido para ajudar empresas e investidores a modelar e analisar os mercados de ações, moedas e commodities. Com a possibilidade de construir curvas de juros de diversos países, curva futura de cada ativo, curva de volatilidade, curva de aluguel e dividendos de ações, e curva de correlação entre os ativos, o Polinomial é um elemento essencial na criação de estratégias de investimento.