functions to construct and use Interpolation and Interpolation2D objects.
The first step is to load the QuantLib package.
Needs["QuantLib`"]
Within the Interpolation part there are several constructors and member functions available
In[873]:=
Select[Category[Interpolation],QLConstructor[#]&]
Out[873]=
In[874]:=
Select[Category[Interpolation],QLMember[#]&]
Out[874]=
In[875]:=
In[899]:=
obj=Interpolation[XArray,YArray,InterpolationType->"ForwardFlat"]
Out[899]=
CubicInterpolation
In[880]:=
In[880]:=
In[882]:=
obj=CubicInterpolation[XArray,YArray]
Out[882]=
AbcdInterpolation
In[883]:=
In[885]:=
obj=AbcdInterpolation[XArray,YArray]
Out[885]=
SABRInterpolation
In[890]:=
In[894]:=
obj=SABRInterpolation[XArray,YArray,Expiry,forward]
Out[894]=
Interpolation2D
In[895]:=
In[898]:=
obj=Interpolation2D[XArray,YArray,ZMatrix]
Out[898]=
ExtrapolatorEnableExtrapolation
In[900]:=
ExtrapolatorEnableExtrapolation[obj]
Out[900]=
InterpolationInterpolate
In[901]:=
In[902]:=
InterpolationInterpolate[obj,XValues]
Out[902]=
InterpolationDerivative
In[903]:=
In[904]:=
InterpolationDerivative[obj,XValues]
Out[904]=
InterpolationSecondDerivative
In[905]:=
In[906]:=
InterpolationSecondDerivative[obj,XValues]
Out[906]=
InterpolationPrimitive
In[907]:=
In[908]:=
InterpolationPrimitive[obj,XValues]
Out[908]=
InterpolationIsInRange
In[909]:=
In[910]:=
InterpolationIsInRange[obj,XValues]
Out[910]=
InterpolationXmin
In[911]:=
InterpolationXmin[obj]
Out[911]=
InterpolationXmax
In[912]:=
InterpolationXmax[obj]
Out[912]=
CubicInterpolationPrimitiveConstants
In[913]:=
CubicInterpolationPrimitiveConstants[obj]
Out[913]=
CubicInterpolationACoefficients
CubicInterpolationACoefficients[obj]
CubicInterpolationBCoefficients
CubicInterpolationBCoefficients[obj]
CubicInterpolationCCoefficients
CubicInterpolationCCoefficients[obj]
CubicInterpolationMonotonicityAdjustments
CubicInterpolationMonotonicityAdjustments[obj]
AbcdInterpolationA
AbcdInterpolationA[obj]
AbcdInterpolationB
AbcdInterpolationB[obj]
AbcdInterpolationC
AbcdInterpolationC[obj]
AbcdInterpolationD
AbcdInterpolationD[obj]
AbcdInterpolationRmsError
AbcdInterpolationRmsError[obj]
AbcdInterpolationMaxError
AbcdInterpolationMaxError[obj]
AbcdInterpolationEndCriteria
AbcdInterpolationEndCriteria[obj]
SABRInterpolationExpiry
SABRInterpolationExpiry[obj]
SABRInterpolationForward
SABRInterpolationForward[obj]
SABRInterpolationAlpha
SABRInterpolationAlpha[obj]
SABRInterpolationBeta
SABRInterpolationBeta[obj]
SABRInterpolationNu
SABRInterpolationNu[obj]
SABRInterpolationRho
SABRInterpolationRho[obj]
SABRInterpolationRmsError
SABRInterpolationRmsError[obj]
SABRInterpolationMaxError
SABRInterpolationMaxError[obj]
SABRInterpolationEndCriteria
SABRInterpolationEndCriteria[obj]
SABRInterpolationWeights
SABRInterpolationWeights[obj]
Interpolation2DXmin
Interpolation2DXmin[obj]
Interpolation2DXmax
Interpolation2DXmax[obj]
Interpolation2DXvalues
Interpolation2DXvalues[obj]
Interpolation2DYmin
Interpolation2DYmin[obj]
Interpolation2DYmax
Interpolation2DYmax[obj]
Interpolation2DYvalues
Interpolation2DYvalues[obj]
Interpolation2DzData
Interpolation2DzData[obj]
Interpolation2DIsInRange
Interpolation2DIsInRange[obj,XValues,YValue]
Interpolation2DInterpolate
Interpolation2DInterpolate[obj,XValue,YValue]
