  The present study deals with the analysis and classification of interest rate
curves. Interest rate curves (IRC) are the basic financial curves in many
different fields of economics and finance. They are extremely important tools
in banking and financial risk management problems. Interest rates depend on
time and maturity which defines term structure of the interest rate curves. IRC
are composed of interest rates at different maturities (usually fixed number)
which move coherently in time. In the present study machine learning
algorithms, namely Self-Organising maps - SOM (Kohonen maps), are used to find
clusters and to classify Swiss franc (CHF) interest rate curves.
