Which of the following are techniques for constructing a continuous yield curve from a discrete set of spot bond prices or interest rates?

A) Splines

B) Polynomial Interpolation

C) Neson-Siegel Function

D) All of the Above

Question Two

Which of the following volatility instruments CAN be replicated using a combination of cash, call options, put options, and forward/futures contracts:

A. Volatility swap

B. Variance swap

C. VIX futures

D. VIX options