how to fit dividend yield and use obtained function in an integral

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Daniel
Daniel le 8 Juil 2013
Hi guys,
I need to fit a function to the data on the dividend yield and risk free rate. Then I'll use this function to compute integrals and discount the option price. The problem is that when I fit the data with a cubic function,the fit quality is quite bad. Everyone advices to do it via cubic splines. However I don't understand how should I compute integrals afterwards, and where to get the parameters for each interval. Thanks.
Daniel

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Shashank Prasanna
Shashank Prasanna le 8 Juil 2013
Use FIT from the curve fitting toolbox to fit a spline:
Scroll down for spline examples.
You can integrate and differentiate the spline once you've performed the fit.
You can also get a whole bunch of information about the spline including the once are looking for.
  4 commentaires
Daniel
Daniel le 8 Juil 2013
b(t) is an affine function in t. When it is a sum, I can integrate separately. But when I need to multiply known b(t) function by the fitted one and then integrate, how can I do it? both functions depend on t of course
Daniel
Daniel le 8 Juil 2013
And can I use the function I got to compute first symbolic integral and then numerical?

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