tf_quant_finance.math.interpolation.cubic.BoundaryConditionType

Contents

Last updated: 2023-03-16.

tf_quant_finance.math.interpolation.cubic.BoundaryConditionType#

View source

Specifies which boundary condition type to use for the cubic interpolation.

  • NATURAL: the cubic interpolation set second derivative equal to zero at boundaries.

  • CLAMPED: the cubic interpolation set first derivative equal to zero at boundaries.

  • FIXED_FIRST_DERIVATIVE: the cubic interpolation set first derivative to certain value at boundaries.

Class Variables#

  • CLAMPED

  • FIXED_FIRST_DERIVATIVE

  • NATURAL

Contents