Considering that some bonds in domestic market are inaccurately priced, we proposed a robust spline model to fit the term structure of interest rate in our bonds market.

• 摘要针对我国国债市场部分债券价格扭曲的情况，提出一种基于抗差估计的样条期限结构模型，来拟合我国国债利率期限结构。