Construct a cubic spline and evaluate its derivative at a given point. The derivative of a cubic spline is a quadratic spline that is continuous (C1). Useful for computing forward rates from zero rates, implied volatility slopes, and sensitivity analysis.
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X coordinates of data points
[0, 1, 2, 3]Y coordinates of data points
[0, 1, 4, 9]Point at which to evaluate the derivative
1.5
Boundary condition type
natural, clamped, periodic "natural"