cubic interpolation meaning in Chinese
三次插值/三次内插
Examples
- In a word , because the cubic interpolation is superior to the other two methods , we should use the cubic interpolation for construction of zero - yield curve and for evaluation of the irdp as far as possible
总之，立方插值法优于其他两种插值方法。因此，在构造零息收益曲线，或为利率衍生产品进行定价时；应尽可能地使用立方插值法。 - 3 zhang c , cheng f , miura k . a method for determing knots in parametric curve interpolation . cagd , 1998 , 15 : 399 - 416 . 4 fritsch f n , carlson r e . monotone piecewise cubic interpolation
文章以四组有代表性的数据为实例，通过定义节点用样条函数方法构造三次参数样条曲线，将新方法与向心参数化法修整弦长参数化法和二次精度方法进行了比较。 - This paper reaches a conclusion that the three methods of term structure estimation lead to the difference of the pricing of irdp and that the cubic interpolation is the best method when these methods are applied to construction of zero - yield curve and evaluation of coup bond , zero - bond option and interest rate swap
立方插值法在零息收益曲线的构造时以及在对附息债券、债券期权、利率互换定价时优于三次样条插值法和线性插值法，是三种插值方法中最好的方法。 - But when these methods are applied to evaluation of interest rate swap option , interest rate cap , interest rate floor , forward rate agreement , both the cubic interpolation and the spline interpolation are superior to the linear interpolation , but the cubic interpolation and the spline interpolation are almost same
当三种期限结构估测方法应用于利率互换期权、利率上限期权、利率下限期权、远期利率定价时，立方插值法和三次样条插值法尽管都优于线性插值法，但是它们之间却没有优劣之分。 - Valuing these irdp rationally and precisely has been increasingly important . based on the research of foreign scholars . this paper studies three methods of term structure estimation ( linear interpolation , spline interpolation , cubic interpolation ) proceeding from methods of term structure estimation about yield curve that affect the valuation of irdp
本硕士论文在综合国外学者研究成果的基础上，主要从影响利率衍生产品估价的期限结构估测方法出发，具体详细地研究了三种利率期限结构估测方法(线性插值法、三次样条插值法、立方插值法)及其在利率衍生产品定价中的应用。