First, the fault-free term structure of interest rates (TSIR) is induced by the spline function model for the samples of treasury bonds from Shanghai Stock Exchange(SSE), and its validity is verified.

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.