A Java implementation of a cubic B-spline curve smoothing function.
Allows an arbitary number of points with a variable number of dimensions to have a cubic B-spline curve "fitted". Useful in finance for analysing bond or swap yield and discount curves.

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License

GNU General Public License version 2.0 (GPLv2)

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Additional Project Details

Operating Systems

BSD, Linux, Windows

Languages

English

Intended Audience

Advanced End Users, Developers, Financial and Insurance Industry

User Interface

Non-interactive (Daemon)

Programming Language

Java

Related Categories

Java Investment Management Software, Java Algorithms

Registered

2005-07-17