Discount curve construction with tension splines (Q941730)
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scientific article; zbMATH DE number 5319240
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Discount curve construction with tension splines |
scientific article; zbMATH DE number 5319240 |
Statements
Discount curve construction with tension splines (English)
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2 September 2008
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discount curves
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hyperbolic tension splines
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bond pricing
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swap pricing
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perturbation locality
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optimality
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0.8472282886505127
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0.8144365549087524
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0.79424649477005
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0.7934223413467407
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