** Next:** Term structure calculations.
** Up:** Financial Numerical Recipes.
** Previous:** Short sales constraints
** Contents**
** Index**

In this chapter we look at various
algorithms that has been used to estimate a ``term structure,'' i e a relation
between length of period for investment and interest rate.

**Subsections**

** Next:** Term structure calculations.
** Up:** Financial Numerical Recipes.
** Previous:** Short sales constraints
** Contents**
** Index**
*Bernt Arne Odegaard*

*1999-09-09*