雪球产品具体分析内容见下方链接,本文仅提供相关代码:
一、代码
#利率确定:利率期限结构拟合(三次样条插值)
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import scipy.interpolate as spi
plt.rcParams['font.sans-serif']=['SimHei'] #用来正常显示中文标签
plt.rcParams['axes.unicode_minus']=False #用来正常显示负号
X=np.array([0,0.08,0.17,0.25,0.5,0.75,1,2,3,5,7,10,15,20,30,40]) #定义样本点X,此