Adams and Deventer Maximum Smoothness Forward Rate Curve using R code

This post implements Adams and Deventer (1994) approach which generates the best fitting yield curve smoothing with the principle of maximum smoothness forward rate curve. This provides a powerful closed-form solution by which we can sidestep a kink... Continue reading: Adams and Deventer Maximum Smoothness Forward Rate Curve using R code
http://dlvr.it/S9WWll

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