Kruger Cubic Interpolation

A Kruger cubic interpolation curve is created by

ql.KrugerCubic(xArray,yArray)

Given a Kruger cubic S

double S(x[,boolExtrapolate]) returns the interpolated value at x. boolExtrapolate is switch to turn on extrapolation, default is no.

double S:derivative(x[,boolExtrapolate]) returns the numeric derivative at x

double S:secondDerivative(x[,boolExtrapolate]) returns the numeric second derivative at x

double S:primitive(x[,boolExtrapolate]) returns the numeric primitive at x

Creates a QuantLib object

Index