Comp Cubic
Subtype of Interp MethodThe 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 Interpolation
If the latter object is omitted, the default Interp#1 is assumed.