(Nazarbayev University School of Sciences and Humanities, 2024-04-15) Nurlanova, Viktoriya
In this paper, we first applied a piecewise linear regression model to best fit the discrete varying interest rate data and then we applied these results for the calculation of annuities with time variable interest rates. We used two different approaches to calculate annuities with time-varying interest rates, namely, the Yield Curve Method and the Portfolio Rate Method.