FinanceModels.Spline API Reference

Exported API

FinanceModels.SplineModule

Spline is a module which offers various degree splines used for fitting or bootstraping curves via the fit function.

Available methods:

  • Spline.BSpline(n) where n is the nth order. A spline function of order n is a piecewise polynomial function of degree n − 1. This means that, e.g., cubic polynomial is a fourth degree B-Spline.

This object is not a fitted spline itself, rather it is a placeholder object which will be a spline representing the data only after using within fit.

and convienience methods which create a Spline.BSpline object of the appropriate order.

  • Spline.Linear()
  • Spline.Quadratic()
  • Spline.Cubic()

Unexported API

FinanceModels.Spline.CubicMethod
Spline.Cubic()

Create a cubic B-spline. This object is not a fitted spline itself, rather it is a placeholder object which will be a spline representing the data only after using within fit.

Returns

  • A BSpline object representing a cubic B-spline.

Examples

julia> Spline.Cubic()
BSpline(4)
FinanceModels.Spline.LinearMethod
Spline.Linear()

Create a linear B-spline. This object is not a fitted spline itself, rather it is a placeholder object which will be a spline representing the data only after using within fit.

Returns

  • A BSpline object representing a linear B-spline.

Examples

julia> Spline.Linear()
BSpline(2)
FinanceModels.Spline.QuadraticMethod
Spline.Quadratic()

Create a quadratic B-spline. This object is not a fitted spline itself, rather it is a placeholder object which will be a spline representing the data only after using within fit.

Returns

  • A BSpline object representing a quadratic B-spline.

Examples

julia> Spline.Quadratic()
BSpline(3)

Please open an issue if you encounter any issues or confusion with the package.