Evaluate Cubic Spline Derivative
quantlib-numerical
Evaluate Cubic Spline Derivative
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. [Tier: BASIC, Credits: 1]
POST
Evaluate Cubic Spline Derivative
Authorizations
API key for authentication. Get your key at https://api.fincept.in/auth/register
Body
application/json
X coordinates of data points
Example:
[0, 1, 2, 3]Y coordinates of data points
Example:
[0, 1, 4, 9]Point at which to evaluate the derivative
Example:
1.5
Boundary condition type
Available options:
natural, clamped, periodic Example:
"natural"
