Enum CubicInterpolationBoundaryCondition

Namespace

NanoQL.Numerics

Assembly

NanoQL.dll

A boundary condition of a Spline cubic interpolation, on its left or right end: QuantLib's CubicInterpolation::BoundaryCondition, with its values. The local schemes ignore it.

public enum CubicInterpolationBoundaryCondition

Fields

FirstDerivative = 1

Match the value of the end slope.

Lagrange = 4

Match the end slope to the slope of the cubic that matches the first (or last) four data; at least 4 points.

NotAKnot = 0

Make the second (or second-to-last) point an inactive knot; the condition's value is ignored.

Periodic = 3

Match the first and second derivatives at either end; not implemented in QuantLib.

SecondDerivative = 2

Match the value of the second derivative at the end.