Tension Spline
financepy.utils.tension_spline
Classes
TensionSpline
TensionSpline(x, y, sigma)
Implement exponential tension spline following [AP] Sec 6.A.3
[AP] Andersen, Piterbarg. Interest Rate Modeling, 2010
Methods
validate_inputs
validate_inputs(self)
No description available.
calculate_coefs
calculate_coefs(self)
No description available.
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Do not edit this file manually.