Displaying 1 result from an estimated 1 matches for "splines_estim".
2009 Apr 15
0
How to use cubic spline coefficients from termstrc package?
Hi,
I'm using the cubic splines from termstrc package. I invoked the
splines_estim function with a group of 43 bonds. It computes 6 knot points
and returns values for alpha1 to alpha7. My question is how to use these
alpha1 to alpha7 in the equation of yield? For example, if I'm trying to
find the yield at, say, 12.25 years, which falls between 3rd & 4th knot
points what...