- curve smoothing
- образование плавной кривой
English-Russian dictionary of mechanical engineering and automation. - RUSSO. B.S. Voskoboinikov, V.L. Mitrovich. 2003.
curve smoothing
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linear yield curve smoothing — The simple process of drawing straight lines to connect the knot points. The simplest but least accurate technique for yield curve smoothing. See smoothing. American Banker Glossary … Financial and business terms
yield curve smoothing — See smoothing. American Banker Glossary … Financial and business terms
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
Smoothing — In statistics and image processing, to smooth a data set is to create an approximating function that attempts to capture important patterns in the data, while leaving out noise or other fine scale structures/rapid phenomena. Many different… … Wikipedia
Curve fitting — best fit redirects here. For placing ( fitting ) variable sized objects in storage, see fragmentation (computer). Curve fitting is the process of constructing a curve, or mathematical function, that has the best fit to a series of data points,… … Wikipedia
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
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
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
data smoothing — noun The mathematical process of fitting a smooth curve to dispersed data points … Wiktionary
knot points — The points on a yield curve for which there are observable prices for traded instruments. Rates for all maturity points between the knot points are filled in using any one of a variety of techniques for yield curve smoothing. See smoothing.… … Financial and business terms
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
