The standard methods to construct a continuous yield curve from discrete observable yield data quotes are the fit of a mathematical model function, interpolation or regression algorithms.

Pryzybylski et al. now present Gpufit, with which a general curve-fitting algorithm (the Levenberg–Marquardt algorithm) can be implemented on a graphical processing unit (GPU), speeding up data ...

To determine these coefficients, you can use the well-known Least Square Polynomial Curve-fitting algorithm of linear algebra. To do this, select more than a dozen data points from Figure 1 (15 in ...