Natural Cubic Spline Interpolation#301

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yfnaji wants to merge 19 commits intoavhz:mainfrom

yfnaji:cubic-spline

Commits on Oct 5, 2025

Cubic-Splines: Implementation of the cubic splines interpolation
yfnaji
committed
Cubic-Splines: Add interpolation unit tests
yfnaji
committed
Cubic-Splines: Add helper functions unit tests
yfnaji
committed
Cubic-Splines: Modifications to InterpolationIndex and InterpolationValue traits + introduce the IntoValue trait
yfnaji
committed
Cubic-Splines: Ensure interpolator is fitted when interpolating otherwise raise error
yfnaji
committed
Cubic-Splines: Naming amendments for clarity + remove redundant variable
yfnaji
committed
Cubic-Spline: Resolve Clippy warnings
yfnaji
committed
Cubic-Spline: Amend add_point() to not fit interpolator and set fitted attribute to false
yfnaji
committed
Cubic-Spline: Unit test for adding a point and not refitting
yfnaji
committed
Cubic-Spline: Amend IntoValue trait implementation for numerical data types
yfnaji
committed
Cubic-Spline: Rewrite Interpolator by replacing LDLT decomposition with Cholesky Decomposition
yfnaji
committed
Cubic-Spline: Amend test reference values to reflect more accurate interpolator implementation
yfnaji
committed
Cubic-Spline: Rewrite helper methods tests for Cholesky decomposition implementation
yfnaji
committed
Cubic-Spline: Create square_root trait for the Cholesky decomposition
yfnaji
committed
Cubic-Spline: Import maths feature for rust_decimal to apply square roots needed for Cholesky decomposition
yfnaji
committed
Replace dates with floats for interpolation and curves
yfnaji
committed
Cubic-Spline: Clippy amendments
yfnaji
committed
Missed replacement of Date with f64
yfnaji
committed
Cubic-Spline: Further Clippy amendments
yfnaji
committed

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Natural Cubic Spline Interpolation#301

Natural Cubic Spline Interpolation#301
yfnaji wants to merge 19 commits intoavhz:mainfrom
yfnaji:cubic-spline

Commits on Oct 5, 2025

Cubic-Splines: Implementation of the cubic splines interpolation

Cubic-Splines: Add interpolation unit tests

Cubic-Splines: Add helper functions unit tests

Cubic-Splines: Modifications to InterpolationIndex and InterpolationValue traits + introduce the IntoValue trait

Cubic-Splines: Ensure interpolator is fitted when interpolating otherwise raise error

Cubic-Splines: Naming amendments for clarity + remove redundant variable

Cubic-Spline: Resolve Clippy warnings

Cubic-Spline: Amend add_point() to not fit interpolator and set fitted attribute to false

Cubic-Spline: Unit test for adding a point and not refitting

Cubic-Spline: Amend IntoValue trait implementation for numerical data types

Cubic-Spline: Rewrite Interpolator by replacing LDLT decomposition with Cholesky Decomposition

Cubic-Spline: Amend test reference values to reflect more accurate interpolator implementation

Cubic-Spline: Rewrite helper methods tests for Cholesky decomposition implementation

Cubic-Spline: Create square_root trait for the Cholesky decomposition

Cubic-Spline: Import maths feature for rust_decimal to apply square roots needed for Cholesky decomposition

Replace dates with floats for interpolation and curves

Cubic-Spline: Clippy amendments

Missed replacement of Date with f64

Cubic-Spline: Further Clippy amendments

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Natural Cubic Spline Interpolation#301yfnaji wants to merge 19 commits intoavhz:mainavhz/RustQuant:mainfrom yfnaji:cubic-splineyfnaji/RustQuant:cubic-splineCopy head branch name to clipboard

Commits

Commits on Oct 5, 2025

Natural Cubic Spline Interpolation#301
yfnaji wants to merge 19 commits intoavhz:mainfrom
yfnaji:cubic-spline