The result also reveals that B-spline model performs better than other models integralively in precision of fitting prices, curve smoothness and stability.
样条法在利率期限结构的拟合精度、曲线光滑性及平稳性方面的综合效果最好。
The result also reveals that B-spline model performs better than other models integralively in precision of fitting prices, curve smoothness and stability.
样条法在利率期限结构的拟合精度、曲线光滑性及平稳性方面的综合效果最好。
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