Curve Construction with Hermite Spline Interpolation

By | 6 January 2017

In numerical analysis, a cubic Hermite spline or cubic Hermite interpolator is
a spline where each piece is a third-degree polynomial specified in Hermite form: that is,
by its values and first derivatives at the end points of the corresponding domain interval.
Hermite curves are very easy to calculate but also very powerful.

Curve Construction with Hermite Spline Interpolation

Category: Modelling

About Christine Mayer

Gratuated of Ecole Centrale de Paris (1988 promotion), Christine Mayer is a former investment banking professional specialized in interest rate derivative products trading and risk management for well-known financial institutions (Société Générale, HSBC), in Paris and London.

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