yield curve smoothing
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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
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
maximum forward rate smoothing — An alternative yield curve smoothing technique. The most accurate yield curve smoothing method for forward rates. The yield curve with the smoothest possible forward rate function, consistent with observable data, is closely related to but… … Financial and business terms
knot points — The points on a yield curve for which there are observable prices for traded instruments. Rates for all maturity points between the knot points are filled in using any one of a variety of techniques for yield curve smoothing. See smoothing.… … Financial and business terms
cubic spline — A mathematical technique used for yield curve smoothing. A cubic spline fits a different third degree polynomial to each interval between data points (0 to 1 years, 1 to 2 years, 2 to 3 years, etc.) Either yields or prices can be smoothed using… … Financial and business terms
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
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
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
Glossary of cue sports terms — The following is a glossary of traditional English language terms used in the three overarching cue sports disciplines: carom (or carambole) billiards referring to the various carom games played on a billiard table without pockets; pool (pocket… … Wikipedia
Neopolarogram — mathematical relation of current, charge and fractional derivatives. The term Neopolarogram refers to mathematical derivatives of polarograms or cyclic voltammograms that in effect deconvolute diffusion and electrochemical kinetics. This is… … Wikipedia
