_FXDeltaVolSpline#

class rateslib.fx_volatility._FXDeltaVolSpline(t)#

Bases: object

A container for data relating to interpolating the nodes of a FXDeltaVolSmile using a cubic PPSpline.

Attributes Summary

`spline`	An instance of `PPSplineF64`, `PPSplineDual` or `PPSplineDual2`
`t`	The knot sequence of the PPSpline.

Methods Summary

`csolve`(nodes, ad)	Construct a spline of appropriate AD order and solve the spline coefficients for the given `nodes`.
`to_json`()	Serialize this object to JSON format.

Attributes Documentation

Methods Documentation

csolve(nodes, ad)#

Construct a spline of appropriate AD order and solve the spline coefficients for the given nodes.

Parameters:

nodes (_FXDeltaVolSmileNodes) – Required information for constructing a PPSpline.
ad (int) – The AD order of the constructed PPSPline.

Return type:

None

to_json()#

Serialize this object to JSON format.

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