These are lightweight interpolation classes that are used to specify typical financial market interpolation schemes. Their behaviour is dictated by the object in which they defined.
ConstantInterpolation() LogDFInterpolation() LinearInterpolation() CubicInterpolation() LinearCubicTimeVarInterpolation()
an object that inherits from the Interpolation class.
ConstantInterpolation()#> <ConstantInterpolation>