Numerical Methods and Algorithms in Finance › API and Contract References
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The implementations use SciPy and NumPy. Their primary documentation describes CubicSpline's boundary conditions, PCHIP's shape-preserving properties, fixed-order Gaussian quadrature, and NumPy's interior and endpoint gradient conventions. Current documentation can differ from an installed release; numerical behavior and signatures should also be checked in the chapter's actual runtime. The SEC's callable-bond explanation describes the issuer's redemption right and refinancing incentive; it does not validate this chapter's toy pricing model.