PPSplineDual#

class rateslib.splines.PPSplineDual(k, t, c)#

Piecewise polynomial spline composed of float-64 values on the x-axis and Dual values on the y-axis.

Parameters:

  • k (int) – The order of the spline.

  • t (sequence of float) – The knot sequence of the spline.

  • c (sequence of Dual or None) – The coefficients of the spline, optional.

Attributes

Variables:

  • c – sequence of Dual

  • k – int

  • n – int

  • t – sequence of float

See also

PPSplineF64: Spline where the y-axis contains float-64 data types.

PPSplineDual2: Spline where the y-axis contains Dual2 data types.

Notes

For all associated methods review PPSplineF64.