GitHub - open-source-modelling/smith_wilson_python: Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in Python.
Smith-Wilson Extrapolation with R code | R-bloggers
Introduction
The alternative extrapolation method for Solvency II curves: will Alpha accelerate the deflation of the UFR-benefit?
Interest Rate Interpolation—A Brief Excursion | SOA
![PDF] Issues with the Smith-Wilson method | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/e77930e3e2f49b9d4185660dd0b1f2abee91eb5e/7-Figure1-1.png "PDF] Issues with the Smith-Wilson method | Semantic Scholar")
PDF] Issues with the Smith-Wilson method | Semantic Scholar
Different Approaches to the Reference Yield Curve Construction—And Their Application into Fund Transfer Pricing Mechanism | SpringerLink
Smith-Wilson method Figure 4: Natural cubic spline | Download Scientific Diagram
Term structure extrapolation and asymptotic forward rates
Solvency II yield curves
IFRS 17 - Future of Discount Rates Working Party Case study on the 'top-down' approach1
Introduction
The 2020 review of Solvency II - EIOPA's opinion| Aegon Insights | Aegon Asset Management
Issues with the Smith–Wilson method - ScienceDirect
Parameters for CMN (b i ) and Smith-Wilson (ξ i ) extrapolation | Download Scientific Diagram
An R package for Smith-Wilson yield curves | R-bloggers
An R package for Smith-Wilson yield curves | R-bloggers
An analysis of the Solvency II regulatory framework's Smith-Wilson model for the term structure of risk-free interest rates - ScienceDirect
Modeling of the Moroccan risk-free interest rate curve by the Smith-Wilson method | Semantic Scholar
The alternative extrapolation method for Solvency II curves: will Alpha accelerate the deflation of the UFR-benefit?
Introduction
