Class MonotonicCubicNaturalSpline

Namespace

NanoQL.Numerics

Assembly

NanoQL.dll

The natural cubic spline with Hyman's monotonicity filter.

public sealed class MonotonicCubicNaturalSpline : CubicInterpolation

Inheritance

object

Extrapolator

Interpolation

CubicInterpolation

MonotonicCubicNaturalSpline

Inherited Members

CubicInterpolation.PrimitiveConstants()

CubicInterpolation.ACoefficients()

CubicInterpolation.BCoefficients()

CubicInterpolation.CCoefficients()

CubicInterpolation.MonotonicityAdjustments()

CubicInterpolation.UpdateLeftConditionValue(double)

CubicInterpolation.UpdateRightConditionValue(double)

Interpolation.XValues()

Interpolation.YValues()

Interpolation.IsInRange(double)

Interpolation.Evaluate(double, bool)

Interpolation.Primitive(double, bool)

Interpolation.Derivative(double, bool)

Interpolation.SecondDerivative(double, bool)

Interpolation.XMin

Interpolation.XMax

Extrapolator.AllowsExtrapolation

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Extension Methods

ExtrapolatorExtensions.DisableExtrapolation<T>(T, bool)

ExtrapolatorExtensions.EnableExtrapolation<T>(T, bool)

Remarks

QuantLib's convenience class: a CubicInterpolation with Spline, monotonic true, and second-derivative boundary conditions of 0, which only the spline schemes read.

Constructors

MonotonicCubicNaturalSpline(ReadOnlySpan<double>, ReadOnlySpan<double>)

Initializes a new instance of the MonotonicCubicNaturalSpline class.

public MonotonicCubicNaturalSpline(ReadOnlySpan<double> x, ReadOnlySpan<double> y)

Parameters

x ReadOnlySpan<double>

The x values, which must be sorted; at least 2.

y ReadOnlySpan<double>

The y values, one per x value.

Exceptions

ArgumentException

The sizes differ, or there are too few points.