Term structure extrapolation and asymptotic forward rates (Q282277)
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scientific article; zbMATH DE number 6579584
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| English | Term structure extrapolation and asymptotic forward rates |
scientific article; zbMATH DE number 6579584 |
Statements
Term structure extrapolation and asymptotic forward rates (English)
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12 May 2016
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term structure
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extrapolation
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asymptotic forward rates
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Smith-Wilson algorithm
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exponential tension spline
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0.725377082824707
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0.7175023555755615
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0.7175023555755615
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0.7168678045272827
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