DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES (Q3527434)
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scientific article; zbMATH DE number 5347883
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES |
scientific article; zbMATH DE number 5347883 |
Statements
DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES (English)
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29 September 2008
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monotone discount curve
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McCulloch splines
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nonnegative forward rates
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0.8144365549087524
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0.7994970083236694
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0.7926931977272034
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0.7851797342300415
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0.7790340781211853
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