Comp Cubic

Subtype of Interp Method

The reference quantity is interpolated according to the QuantLib CompoundedCubicDS method, whereby the
Cubic interpolation scheme is applied on the discretely compounded transform (as defined in Comp Linear) of the reference quantity.

This method supports several specifications optionally supplied through an object of type
If the latter object is omitted, the default
Interp#1 is assumed.