splines.m

Matlab codes for financial models

x=1:10;
y = [4 2.5 -2 -1 2 5 4 6 4.5 3];
x2=1:0.05:10;
p = polyfit(x,y,5)
y2=polyval(p,x2);
plot(x,y,'o',x2,y2)
p = polyfit(x,y,10);
y2=polyval(p,x2);
plot(x,y,'o',x2,y2)
y2=interp1(x,y,x2,'spline');
plot(x,y,'o',x2,y2)