Examples of Cubic


Examples of org.jquantlib.math.interpolations.factories.Cubic

      final CommonVars vars = new CommonVars();

      testCurveConsistency(
              ForwardRate.class, Cubic.class, IterativeBootstrap.class,
                      vars,
                      new Cubic(CubicInterpolation.DerivativeApprox.Spline, true,
                           CubicInterpolation.BoundaryCondition.SecondDerivative, 0.0,
                           CubicInterpolation.BoundaryCondition.SecondDerivative, 0.0));
      testBMACurveConsistency(
        ForwardRate.class, Cubic.class, IterativeBootstrap.class,
                vars,
                new Cubic(CubicInterpolation.DerivativeApprox.Spline, true,
                     CubicInterpolation.BoundaryCondition.SecondDerivative, 0.0,
                     CubicInterpolation.BoundaryCondition.SecondDerivative, 0.0));
  }
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