共 7 条
- [1] [Anonymous], 1994, ESTIMATING INTERPRET
- [3] INTERPOLATING YIELD CURVE DATA IN A MANNER THAT ENSURES POSITIVE AND CONTINUOUS FORWARD CURVES [J]. SOUTH AFRICAN JOURNAL OF ECONOMIC AND MANAGEMENT SCIENCES, 2013, 16 (04): : 395 - 406
- [4] The US Treasury yield curve:: 1961 to the present [J]. JOURNAL OF MONETARY ECONOMICS, 2007, 54 (08) : 2291 - 2304
- [5] Hagan P. S., 2008, WILMOTT MAGAZINE, P70
- [6] ACCURATE MONOTONICITY PRESERVING CUBIC INTERPOLATION [J]. SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1983, 4 (04): : 645 - 654