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Adamantine Analytics Cubic B-Spline

License: Free ‎File size: N/A
‎Users Rating: 3.0/5 - ‎1 ‎votes
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A Java implementation of a cubic B-spline curve smoothing function. Allows an arbitary number of points with a variable number of dimensions to have a cubic B-spline curve "fitted". Useful in finance for analysing bond or swap yield and discount curves.

VERSION HISTORY

  • Version N/A posted on 2011-08-12
    Several fixes and updates
  • Version N/A posted on 2011-08-12

Program Details

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