Package org.drip.spline.pchip

Monotone Convex Themed PCHIP Splines
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    AkimaLocalC1Generator
    AkimaLocalC1Generator implements the regime using the Akima (1970) Local C1 Generator.
    LocalControlStretchBuilder
    LocalControlStretchBuilder exports Stretch creation/calibration methods to generate customized basis splines, with customized segment behavior using the segment control.
    LocalMonotoneCkGenerator
    LocalMonotoneCkGenerator generates customized Local Stretch by trading off Ck for local control.
    MinimalQuadraticHaganWest
    MinimalQuadraticHaganWest implements the regime using the Hagan and West (2006) Minimal Quadratic Estimator.
    MonotoneConvexHaganWest
    MonotoneConvexHaganWest implements the regime using the Hagan and West (2006) Estimator.