Go to Deriscope's documentation start page


Build Method refers to List of possible types that describe the particular methodology employed to build the curve.
Available Build Method types:
Iterative BS
Iterative bootstrap is needed when a non-local interpolation (such as cubic splines) is used.
In this case, setting the value of a node modifies the whole curve, invalidating previous nodes.
Therefore, we must go over the nodes a number of times until convergence is reached.