Let’s see your peference. I have posted 4 Different Algo’s. they more or less do the same but the yield curves are very different. I have also linked the code blocks if you want to test it yourself. (QuantConnect links are below the pictures)
https://www.quantconnect.cloud/backtest/da9f7ca98dd4fef130b14ed3d82e0383
https://www.quantconnect.cloud/backtest/192f033d14fac5dc5d0086adb8cb7499
https://www.quantconnect.cloud/backtest/ac7f68dd9a246441ea3297d340219a0e
https://www.quantconnect.cloud/backtest/3bc35525c68c16f60f689d751a3d0843
I would comment on my preference in an other post…. Have your point of view…