Un programma di classificazione dei titoli obbligazionari

This paper proposes an algorithm designed to classify dynamically groups of bond issues according to their maturities. In particular the main aim of teh algorithm itself is to shift automatically one issue from one maturity class to the preceding one as time goes on. Each of the maturity classes is the arranged in terms of a time series in order to get information about the yields, and subsequently analyze and compare the performance of bonds priced on the Italian Market depending on their time-to-maturity characteristics.