cubic spline — A mathematical technique used for yield curve smoothing. A cubic spline fits a different third degree polynomial to each interval between data points (0 to 1 years, 1 to 2 years, 2 to 3 years, etc.) Either yields or prices can be smoothed using… … Financial and business terms
Spline (mathematics) — A quadratic spline composed of six polynomial segments. Between point 0 and point 1 a straight line. Between point 1 and point 2 a parabola with second derivative = 4. Between point 2 and point 3 a parabola with second derivative = 2. Between… … Wikipedia
Spline interpolation — See also: Spline (mathematics) In the mathematical field of numerical analysis, spline interpolation is a form of interpolation where the interpolant is a special type of piecewise polynomial called a spline. Spline interpolation is preferred… … Wikipedia
Cubic Hermite spline — In the mathematical subfield of numerical analysis a cubic Hermite spline (also called cspline), named in honor of Charles Hermite, is a third degree spline with each polynomial of the spline in Hermite form. The Hermite form consists of two… … Wikipedia
Cubic function — This article is about cubic equations in one variable. For cubic equations in two variables, see elliptic curve. Graph of a cubic function with 3 real roots (where the curve crosses the horizontal axis where y = 0). It has 2 critical points. Here … Wikipedia
Smoothing spline — The smoothing spline is a method of smoothing, or fitting a smooth curve to a set of noisy observations.DefinitionLet (x i,Y i); i=1,dots,n be a sequence of observations, modeled by the relation E(Y i) = mu(x i). The smoothing spline estimate… … Wikipedia
Monotone cubic interpolation — In the mathematical subfield of numerical analysis, monotone cubic interpolation is a variant of cubic interpolation that preserves monotonicity of the data set being interpolated. Monotonicity is preserved by linear interpolation but not… … Wikipedia
B-spline — In the mathematical subfield of numerical analysis, a B spline is a spline function that has minimal support with respect to a given degree, smoothness, and domain partition. A fundamental theorem states that every spline function of a given… … Wikipedia
Nonuniform rational B-spline — Non uniform rational B spline (NURBS) is a mathematical model commonly used in computer graphics for generating and representing curves and surfaces. History Development of NURBS (Non Uniform Rational Basis Spline) began in the 1950s by engineers … Wikipedia
Non-uniform rational B-spline — Three dimensional NURBS surfaces can have complex, organic shapes. Control points influence the directions the surface takes. The outermost square below delineates the X/Y extents of the surface … Wikipedia
Kubisch Hermitescher Spline — In dem mathematischen Teilgebiet der Numerik wird unter einem kubisch hermiteschen Spline (auch cSpline genannt) ein Spline verstanden der zwischen n Kontrollpunkten interpoliert. Die Kontrollpunkte sind durch n − 1 Segmente verbunden, die aus… … Deutsch Wikipedia
