FinanceModels.Spline API Reference

Exported API

FinanceModels.SplineModule

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)
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Unexported API

FinanceModels.Spline.CubicMethod
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)
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FinanceModels.Spline.LinearMethod
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)
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FinanceModels.Spline.QuadraticMethod
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)
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Please open an issue if you encounter any issues or confusion with the package.