tension spline
financepy.utils.tension_spline
Class
TensionSpline
TensionSpline(
x,
y,
sigma: float,
) -> None
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.
Generated automatically from the FinancePy source code.
Do not edit this file manually.