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本文首先界定了利率期限结构的具体含义,以及我国公布的国债收益率曲线,然后介绍了确定国债即期收益率曲线主要的数量模型及其应用方法,重点分析了Hermite插值模型的应用。
This paper first defines the specific meaning of the term structure of the interest rate and the curve of the yield of government bonds released in our country. Then it introduces the main quantitative models and their application methods to determine the curve of the spot rate of return on government bonds. The application of the Hermite interpolation model is emphatically analyzed.