Last updated: 2023-03-16.
Module: tf_quant_finance.experimental.american_option_pricing.andersen_lake.exercise_boundary.cubic_interpolation#
Cubic Spline interpolation framework.
Classes#
class BoundaryConditionType: Specifies which boundary condition type to use for the cubic interpolation.
class SplineParameters: Cubic spline parameters.
Functions#
build(...): Builds a SplineParameters interpolation object.
interpolate(...): Interpolates spline values for the given x and the spline_data.