The result also reveals that B-spline model performs better than other models integralively in precision of fitting prices, curvesmoothness 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。
2
Adopting this method, we can not only improve the smoothnessof 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。
3
The result obtained decreases the influence produced by accidental elements, which guarantees the smoothnessof the curve, and has great use in trend analysis.