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