Fitting Splines To A Parametric Function
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Fitting Splines to a Parametric Function
This Brief investigates the intersections that occur between three different areas of study that normally would not touch each other: ODF, spline theory, and topology. The Least Squares Orthogonal Distance Fitting (ODF) method has become the standard technique used to develop mathematical models of the physical shapes of objects, due to the fact that it produces a fitted result that is invariant with respect to the size and orientation of the object. It is normally used to produce a single optimum fit to a specific object; this work focuses instead on the issue of whether the fit responds continuously as the shape of the object changes. The theory of splines develops user-friendly ways of manipulating six different splines to fit the shape of a simple family of epiTrochoid curves: two types of Bézier curve, two uniform B-splines, and two Beta-splines. This work will focus on issues that arise when mathematically optimizing the fit. There are typically multiple solutions to the ODF method, and the number of solutions can often change as the object changes shape, so two topological questions immediately arise: are there rules that can be applied concerning the relative number of local minima and saddle points, and are there different mechanisms available by which solutions can either merge and disappear, or cross over each other and interchange roles. The author proposes some simple rules which can be used to determine if a given set of solutions is internally consistent in the sense that it has the appropriate number of each type of solution.
Curve and Surface Fitting with Splines
Describes the algorithms and mathematical fundamentals of a widely-used FORTRAN package for curve and surface fitting with splines.
Analysing and Interpreting the Yield Curve
Understand and interpret the global debt capital markets Now in a completely updated and expanded edition, this is a technical guide to the yield curve, a key indicator of the global capital markets and the understanding and accurate prediction of which is critical to all market participants. Being able to accurately and timely predict the shape and direction of the curve permits practitioners to consistently outperform the market. Analysing and Interpreting the Yield Curve, 2nd Edition describes what the yield curve is, explains what it tells participants, outlines the significance of certain shapes that the curve assumes and, most importantly, demonstrates what factors drive it and how it is modelled and used. Covers the FTP curve, the multi-currency curve, CSA, OIS-Libor and 3-curve models Gets you up to speed on the secured curve Describes application of theoretical versus market curve relative value trading Explains the concept of the risk-free rate Accessible demonstration of curve interpolation best-practice using cubic spline, Nelson-Siegel and Svensson 94 models This advanced text is essential reading for traders, asset managers, bankers and financial analysts, as well as graduate students in banking and finance.