_CurveSpline#

class rateslib.curves._CurveSpline(t, endpoints)#

Bases: object

A container for data relating to interpolating _CurveNodes using a cubic PPSpline.

Attributes Summary

endpoints

The endpoints method used to determine the spline coefficients.

spline

An instance of PPSplineF64, PPSplineDual or PPSplineDual2.

t

The knot sequence of the PPSpline.

t_posix

The knot sequence of the PPSpline converted to float unix timestamps.

Methods Summary

to_json()

Serialize this object to JSON format.

Attributes Documentation

endpoints#

The endpoints method used to determine the spline coefficients.

spline#

An instance of PPSplineF64, PPSplineDual or PPSplineDual2.

t#

The knot sequence of the PPSpline.

t_posix#

The knot sequence of the PPSpline converted to float unix timestamps.

Methods Documentation

to_json()#

Serialize this object to JSON format.

The object can be deserialized using the from_json() method.

Return type:

str