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hermite_spline

于 2014-04-10 发布 文件大小:3KB
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代码说明:

  进行分段三次Hermite插值和分段三次Spline插值,比较F-C取导数方法所得到期收益率曲线逼近中债结算公司的到期收益率曲线的效果的程序(Piecewise cubic Hermite interpolation and piecewise cubic Spline interpolation method of comparing the number of FC taking the derivative resulting yield curve approaching maturity debt settlement company in the effect of program maturity yield curve)

文件列表:

Hermite_Spline.txt,11824,2008-01-02

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