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。
Curve smoothness adopting the second generation wavelet is verified in a specific instance, and remonstrating the method of simple algorithm is favor of application.
通过实例验证表明,运用第二代小波变换进行曲线光顺,运算简单,易于推广。
Adopting this method, we can not only improve the smoothness of filtering curve but also approximately preserve the shape of original function.
应用这种方法不仅可以改善滤波特性曲线的光滑度,还可近似地保持原函数的形状。
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