Smith & Wilson algorithm
Smith & Wilson is a popular algorithm for approximating financial curves such as bond yields or rates.
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인용 양식
Gregor Fabjan (2026). Smith & Wilson algorithm (https://github.com/open-source-modelling/smith_wilson_matlab), GitHub. 검색 날짜: .
| 버전 | 퍼블리시됨 | 릴리스 정보 | Action |
|---|---|---|---|
| 1.1.7 | Link to repository updated |
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| 1.1.3 | Updated to a working GitHub link |
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| 1.1.2 | Forgot to include T_Obs = [1; 2; 4; 5; 6; 7] in the example |
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| 1.1.1 | Minor fixes |
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| 1.1.0 | Typo in SWExtrapolate |
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| 1.0.9 | Minor formating changes |
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| 1.0.8 | Added link to GitHub |
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| 1.0.7 | Reformated the documentation for better clarity. |
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| 1.0.6 | Fixed name of SWExtrapolate function in description |
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| 1.0.5 | Fixed the name of SWCalibrate in the description |
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| 1.0.4 | Per request added an example of use in the description |
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| 1.0.3 | Added a link to the Excel example. |
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| 1.0.2 | Removed repetitive parts of the description |
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| 1.0.1 | Conversion of the file main.mlx to main.m. |
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| 1.0.0 |