I am looking for more details on Piecewise Cubic Zero for bootstrapping/interpolating treasury curve ? Does quantlib uses Cubic interpolation or Cubic Spline interpolation ? If Cubic interpolation what is the methodology?


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You can find the documentation for the general Cubic Interpolation C++ implementation here: https://www.quantlib.org/reference/class_quant_lib_1_1_cubic_interpolation.html

The default values are implemented here: https://www.quantlib.org/reference/class_quant_lib_1_1_cubic.html

So if you are calling a cubic interpolation function from e.g. Python, then it would be based on the default values.


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