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Hermite_Spline

于 2008-01-02 发布文件大小:3KB

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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(Hermite interpolation for sub-three and three sub-Spline interpolation, comparing FC take derivative curve approximation method, due in settlement of debts due the company s procedures for the effect of yield curve)

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