available data set of bond yields. The problem of missing data points is dealt with using symbolic cubic spline interpolation … interpolation equations for the missing data points and to solve the nonlinear equation system in order to obtain the points on the …

An analytical method is advanced for constructing interpolation formulae for complicated problems of statistical …

interpolation and find them not to be completely satisfactory. Accordingly, we extend to arbitrary degree the interpolant proposed …

This paper deals with the problem of interpolation of discount factors betweentime buckets. The problem occurs when … inorder to identify arbitrage-free robust interpolation methods. Methods closelyexamined include linear, exponential and … weighted exponential interpolation.Weighted exponential interpolation, a method still preferred by some banks andalso offered …

Using interpolation of the Spanish domestic private consumption deflactor, we review some of the signals extraction … techniques, as well as interpolation of time series, i.e. deriving quarterly data from annual data. For the decomposition of a …. Regarding the interpolation procedures, it is reviewed the Denton method and Chow-Lin method. We use indexes of cost of living …