利率是金融活动的基础,直接反映资金的供求状况。利率曲线研究是金融领域五大研究之一。随着我国经济的不断发展,我国国债期限结构得到不断的完善和改进,这对研究构造国债利率期限提供了充实现实基础。目前,构建收益率曲线的方法比较丰富,三次样条函数能够较清晰简练地构造出利率的期限结构曲线,具有一定的学术研究价值。 Interest rates are the basis of financial activities and directly reflect the supply and demand of funds. Interest rate curve research is one of the five major studies in the field of finance. With the continuous development of our economy, the maturity structure of China’s debt has been continuously improved and improved, which provides a solid foundation for studying the duration of the interest rates of the treasury bonds. At present, the method of constructing the yield curve is rather rich. The cubic spline function can construct the term structure curve of the interest rate more clearly and concisely, and has certain academic research value.