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CubicSpline Class Reference#include <ql/Math/cubicspline.hpp>
Inheritance diagram for CubicSpline: ![]() Detailed DescriptionCubic spline interpolation between discrete points.It implements different type of end conditions: not-a-knot, first derivative value, second derivative value. It also implements Hyman's monotonicity constraint filter which ensures that the interpolating spline remains monotonic at the expense of the second derivative of the curve which will no longer be continuous where the filter has been applied. If the interpolating spline is already monotonic, the Hyman filter leaves it unchanged. See R. L. Dougherty, A. Edelman, and J. M. Hyman, "Nonnegativity-, Monotonicity-, or Convexity-Preserving Cubic and Quintic Hermite Interpolation" Mathematics Of Computation, v. 52, n. 186, April 1989, pp. 471-494.
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