Interpolate Value

Interpolate a value at a given point using various methods. Supports linear (fast, simple), cubic (smooth, continuous first derivative), Lagrange (exact polynomial through all points), PCHIP (preserves monotonicity and shape), monotone convex (finance-grade, preserves monotonicity and convexity), and cubic spline (smooth with continuous second derivative). Essential for curve construction, yield curve interpolation, and volatility surface generation. [Tier: BASIC, Credits: 1]

POST /quantlib/numerical/interpolation/evaluate

Interpolate Value

cURL

curl --request POST \
  --url https://api.fincept.in/quantlib/numerical/interpolation/evaluate \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "x_data": [
    0,
    1,
    2,
    3
  ],
  "y_data": [
    0,
    0.5,
    0.9,
    1.2
  ],
  "xi": 1.5,
  "method": "cubic_spline"
}
'

200

{
  "success": true,
  "data": {
    "xi": 1.5,
    "interpolated_value": 0.7125,
    "method": "cubic_spline"
  }
}

Authorizations

X-API-Key · string · header · required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json

x_data · number[] · required

X coordinates of known data points (must be strictly increasing)

Example:

[0, 1, 2, 3]

y_data · number[] · required

Y coordinates of known data points

Example:

[0, 0.5, 0.9, 1.2]

xi · number · required

Point at which to interpolate

Example:

1.5

method · enum<string> · default: linear

Interpolation method

Available options: linear, cubic, lagrange, pchip, monotone_convex, cubic_spline

Example:

"cubic_spline"

Response

200

application/json

Successful Response

success · boolean

Example:

true

data · object

Show child attributes