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import matplotlib
import matplotlib.pyplot as plt
import numpy as np
import pandas as pd
from pylab import mpl
mpl.rcParams['font.sans-serif'] = ['SimHei']
mpl.rcParams['axes.unicode_minus'] = False
import scipy
from scipy import interpolate
t = np.array([0.25,0.5,0.75,1.0,3.0,5.0])
t_new = np.array([0.25,0.5,0.75,1.0,2.0,3.0,4.0,5.0])
rates = np.array([0.027344,0.027898,0.028382,0.02882,0.030414,0.031746])
types = ["nearest","zero","slinear","quadratic","cubic"]
plt.figure(figsize = (8,6))
for i in types:
f = interpolate.interpld(x = t,y = rates,kind = i)
rates_new = f(t_new)
print(i,rates_new)
plt.plot(t_new,rates_new,'o')
plt.plot(t_new,rates_new,'-',label = i)
plt.xticks(fontsize = 14)
plt.xlabel(u'期限',fontsize = 14)
plt.yticks(fontsize = 14)
plt.ylabel(u'收益率',fontsize = 14,rotation = 90)
plt.legend(loc = 0,fontsize = 14)
plt.grid()
plt.title(u'用插值法求2年期和4年期的远期国债到期收益率',fontsize = 14)
提示:
为什么!
百度了一下,去配置中 tools → preferences → ipython console 设置下试试看,如图:
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