The HJM term structure modeling is regarded as a milestone in the arbitrage-free modeling of bond market.

Markov Regime Switching Model and Empirical Analysis of the Term Structure of Interest Rates;

Estimating the Term Structure of Interest Rates with Spline-based Models;

A Study of Term Structure of Interest Rates of Shanghai Security Exchange with Fuzzy Regression;

Fitting term structure of interest rates of treasure bill market with splines based on robust estimation;

Theoretical analysis and empirical test on the formation of term structure of interest rates;

Empirical Comparison of Term Structure of Interest RateBased on Polynomial Spline Functions;

The Static Analysis of Interest Rate Term Structure for Our Country Bond Market;

An empirical study is made on active bond investment strategy based on interest rate term structure by using the bond dealing data of exchanges.

In this paper, according to the data of treasury bond and callable bond in the market of Shanghai Securities Exchanges, the interest rate term structure curve is estimated with a certain specific data through choosing different splint function.

Fitting Term Structure of Interest Rate of Domestic Bonds Market by Robust Spline;

Fitting the Term Structure of Interest Rate of Bond with B Spline;

The Static Analysis and Dynamic Variation Features of the Term Structure in China;