cubic smoothing

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• 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

• Smoothing spline — The smoothing spline is a method of smoothing, or fitting a smooth curve to a set of noisy observations.DefinitionLet (x i,Y i); i=1,dots,n be a sequence of observations, modeled by the relation E(Y i) = mu(x i). The smoothing spline estimate… …   Wikipedia

• 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

• Numerical smoothing and differentiation — An experimental datum value can be conceptually described as the sum of a signal and some noise, but in practice the two contributions cannot be separated. The purpose of smoothing is to increase the Signal to noise ratio without greatly… …   Wikipedia

• 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

• Smoothed particle hydrodynamics — (SPH) is a computational method used for simulating fluid flows. It has been used in many fields of research, including astrophysics, ballistics, vulcanology and oceanology. It is a mesh free Lagrangian method (where the co ordinates move with… …   Wikipedia

• Spline (mathematics) — A quadratic spline composed of six polynomial segments. Between point 0 and point 1 a straight line. Between point 1 and point 2 a parabola with second derivative = 4. Between point 2 and point 3 a parabola with second derivative = 2. Between… …   Wikipedia

• Plasterwork — refers to construction or ornamentation done with plaster, such as a layer of plaster on an interior wall or plaster decorative moldings on ceilings or walls. This is also sometimes called pargeting. The process of creating plasterwork, called… …   Wikipedia

• List of numerical analysis topics — This is a list of numerical analysis topics, by Wikipedia page. Contents 1 General 2 Error 3 Elementary and special functions 4 Numerical linear algebra …   Wikipedia

• Spline interpolation — See also: Spline (mathematics) In the mathematical field of numerical analysis, spline interpolation is a form of interpolation where the interpolant is a special type of piecewise polynomial called a spline. Spline interpolation is preferred… …   Wikipedia

• Concrete — This article is about the construction material. For other uses, see Concrete (disambiguation). Outer view of the Roman Pantheon, still the largest unreinforced solid concrete dome.[1] …   Wikipedia