Write a general program to compute the coefficients of an exponential cubic spline fitting model given a

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Write a general program to compute the coefficients of an exponential cubic spline fitting model given a parameter m. Then apply this program to a fitting of the following discount functions with knot points at t = 0.5, 1.0.

t 0.35 0.70 1.05 1.40 1.75 d(t) 0.97 0.93 0.88 0.82 0.75

Refit the discount functions to the model and compare your answers against the original values. Explain.

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Derivatives Principles And Practice

ISBN: 9780078034732

2nd Edition

Authors: Rangarajan Sundaram

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Question Posted: Jan 18, 2024 05:00 AM

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Write a general program to compute the coefficients of an exponential cubic spline fitting model given a

Question:

t 0.35 0.70 1.05 1.40 1.75 d(t) 0.97 0.93 0.88 0.82 0.75

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Derivatives Principles And Practice

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