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 ...

Research in B-Spline curve fitting has seen notable progress over the past few years, primarily through the integration of advanced optimisation techniques and machine learning algorithms.

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 ...