Simple polynomial fitting method
Fits a discount function to the simple polynomial form: $$ d(t) = \sum_{i=0}^{degree} c_i * t^{i} $$ where the constants $ c_i $ are to be determined.
This is a simple/crude, but fast and robust, means of fitting a yield curve.
Simple polynomial fitting method
Fits a discount function to the simple polynomial form: $$ d(t) = \sum_{i=0}^{degree} c_i * t^{i} $$ where the constants $ c_i $ are to be determined.
This is a simple/crude, but fast and robust, means of fitting a yield curve.