A note on interest rate term structure estimation by monotonic smoothing splines
AbstractA monotone B-spline smoothing method is proposed as an appropriate and flexible tool for estimation of the term structure of interest rates. Numerical experiments with italian bond data demonstrate the effectiveness of the proposed approach.
How to Cite
Barzanti, L., & Corradi, C. (2001). A note on interest rate term structure estimation by monotonic smoothing splines. Statistica, 61(2), 205–212. https://doi.org/10.6092/issn.1973-2201/1174