Monotonic Cubic Natural Spline


A monotonic cubic natural spline curve is created by

ql.MonotonicCubicNaturalSpline(xArray,yArray)


Given a cubic natural spline 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