#SmithWilson method uses the available data to
-exactly fit #bond prices w/ present data
- #extrapolate them by using a weighted average of the last observable data point predetermined #UFR
The speed of #convergence to this level is determined by the #meanreversion parameter.

#SmithWilson method uses the available data to
-exactly fit #bond prices w/ present data
- #extrapolate them by using a weighted average of the last observable data point predetermined #UFR
The speed of #convergence to this level is determined by the #meanreversion parameter.