linear yield curve smoothing

linear yield curve smoothing
The simple process of " drawing" straight lines to connect the knot points. The simplest but least accurate technique for yield curve smoothing.
See smoothing. American Banker Glossary

Financial and business terms. 2012.

Игры ⚽ Нужно сделать НИР?

Look at other dictionaries:

  • smoothing — Also called yield curve smoothing. The name for a set of alternative techniques for creating continuous yield curves by connecting the dots between observed. If, for example, we have observed rates for 1, 2, 3, 5 and 10 year maturities, smoothing …   Financial and business terms

  • Nonlinear regression — See Michaelis Menten kinetics for details In statistics, nonlinear regression is a form of regression analysis in which observational data are modeled by a function which is a nonlinear combination of the model parameters and depends on one or… …   Wikipedia

  • Local regression — LOESS, or locally weighted scatterplot smoothing, is one of many modern modeling methods that build on classical methods, such as linear and nonlinear least squares regression. Modern regression methods are designed to address situations in which …   Wikipedia

  • Thermometric titration — titration systems have pre dominated in this area since the 1970 s. With the advent of cheap computers able to handle the powerful thermometric titration software, development has now reached the stage where easy to use automated thermometric… …   Wikipedia

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”