Building a C++ progamme with cubic spline estimation method to estimate SHELL share prices
Ying Kee Ng · 2008
The purpose of this research is to use C++ programming language to build a programme to do estimation on missing values, by using cubic spline method. The cubic spline estimation programme will be used to estimate the missing values in daily share prices of SHELL Company. The cubic spline estimation programme is designed to estimate missing indexes that corresponding time series. The cubic spline estimation programme integrated with auto-scanning function, as well as auto-printing function. The programme will start with scanning the data in data.txt, and do the calculations by locating corresponding values into 12x12, 16x16, or 20x20 matrixes. The next computation step is to invert the 12x 12, 16x 16, or 20x20 matrixes. After inverting the matrixes, the spline functions are now revealed, the programme will hence compute the missing values among the data by using the spline functions. After computing the missing values, the last step of the programme is to print the data together with all the newly calculated values into a file named output.txt. These steps are repeated until the end of the data.txt file.