FinanceModels.Spline API Reference

Spline is a module which offers various degree splines used for fitting or bootstraping curves via the fit function.

Available methods:

• Spline.BSpline(n) where n is the nth order. A nth-order B-Spline is analagous to an (n-1)th order polynomial spline. That is, a 3rd/4th order BSpline is very similar to a quadratic/cubic spline respectively. BSplines are global in that a change in one point affects the entire spline (though the spline still passes through the other given points still).
• Spline.PolynomialSpline(n) where n is the nth order.

This object is not a fitted spline itself, rather it is a placeholder object which will be a spline representing the data only after using within fit.

and convienience methods which create a Spline.BSpline object of the appropriate order.

• Spline.Linear() equals BSpline(2)
• Spline.Quadratic() equals BSpline(3)
• Spline.Cubic() equals BSpline(4)

Spline.Cubic()

Create a cubic B-spline. This object is not a fitted spline itself, rather it is a placeholder object which will be a spline representing the data only after using within fit.

Returns

• A BSpline object representing a cubic B-spline.

Examples

julia> Spline.Cubic()
BSpline(4)

Spline.Linear()

Create a linear B-spline. This object is not a fitted spline itself, rather it is a placeholder object which will be a spline representing the data only after using within fit.

Returns

• A BSpline object representing a linear B-spline.

Examples

julia> Spline.Linear()
BSpline(2)

Spline.Quadratic()

Create a quadratic B-spline. This object is not a fitted spline itself, rather it is a placeholder object which will be a spline representing the data only after using within fit.

Returns

• A BSpline object representing a quadratic B-spline.

Examples

julia> Spline.Quadratic()
BSpline(3)