| Package | Description |
|---|---|
| org.drip.spline.pchip |
| Class and Description |
|---|
| AkimaLocalC1Generator
AkimaLocalC1Generator generates the local control C1 Slope using the Akima Cubic Algorithm:
Akima (1970): A New Method of Interpolation and Smooth Curve Fitting based on Local Procedures,
Journal of the Association for the Computing Machinery 17 (4), 589-602.
|
| LocalMonotoneCkGenerator
LocalMonotoneCkGenerator generates customized Local Stretch by trading off Ck for local control.
|
| MinimalQuadraticHaganWest
This class implements the regime using the Hagan and West (2006) Minimal Quadratic Estimator.
|
| MonotoneConvexHaganWest
This class implements the regime using the Hagan and West (2006) Estimator.
|