| Package | Description |
|---|---|
| org.drip.spline.basis |
| Modifier and Type | Method and Description |
|---|---|
static FunctionSet |
FunctionSetBuilder.KaklisPandelisBasisSet(KaklisPandelisSetParams kpsp)
Construct KaklisPandelis from the polynomial tension basis function set
y = A * (1-x) + B * x + C * x * (1-x)^m + D * x^m * (1-x)
|