FittedBondCurve - Example of using QuantLib to fit discount curves
is an example of using QuantLib.
For a given set of coupons and terms to maturity, it computes the value of a
bond by fitting the yields to a curve using different methods.
The fitting methods are exponential splines, simple polynomials,
Nelson-Siegel, and cubic B-splines. It then shifts the evaluation date
into the future to compute implied forward par rates. It also computes yields
after small price shifts.