LSEG Data Library for Python

Interpolation mode

InterpolationMode for financial instruments.

Name Value
AKIMA_METHOD "AkimaMethod"
CUBIC_DISCOUNT "CubicDiscount"
CUBIC_RATE "CubicRate"
CUBIC_SPLINE "CubicSpline"
FORWARD_MONOTONE_CONVEX "ForwardMonotoneConvex"
FRITSCH_BUTLAND_METHOD "FritschButlandMethod"
HERMITE "Hermite"
KRUGER_METHOD "KrugerMethod"
LINEAR "Linear"
LOG "Log"
MONOTONIC_CUBIC_NATURAL_SPLINE "MonotonicCubicNaturalSpline"
MONOTONIC_HERMITE_CUBIC "MonotonicHermiteCubic"
TENSION_SPLINE "TensionSpline"
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