Interpolate a value at a given point using various methods. Supports linear (fast, simple), cubic (smooth, continuous first derivative), Lagrange (exact polynomial through all points), PCHIP (preserves monotonicity and shape), monotone convex (finance-grade, preserves monotonicity and convexity), and cubic spline (smooth with continuous second derivative). Essential for curve construction, yield curve interpolation, and volatility surface generation.
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X coordinates of known data points (must be strictly increasing)
[0, 1, 2, 3]Y coordinates of known data points
[0, 0.5, 0.9, 1.2]Point at which to interpolate
1.5
Interpolation method
linear, cubic, lagrange, pchip, monotone_convex, cubic_spline "cubic_spline"