Curve Building with Cubic Spline

Posted by suhasg on
URL: http://quantlib.414.s1.nabble.com/Curve-Building-with-Cubic-Spline-tp15756.html

I have modified discountcurve.i SWIG interface to export CubicDiscountCurve, but I am not sure how to use it. We specifically need to use LogCubicNaturalSpline method for interpolation. Can you please give me an example in Python of how to use this interpolation method?
I have tried various combinations of following but none have worked.

logcubic = LogCubicNaturalSpline(LogCubicNaturalSpline.secondDerivative(LogCubicNaturalSpline(0,0)),
LogCubicNaturalSpline.secondDerivative(LogCubicNaturalSpline(0,0)),True)

forecastingCurve = CubicDiscountCurve(libordates,disfactors,Actual360(),calendar,logcubic)

Also, is there a general way to find out a previous fixing date for LIBOR curve? Our curves are stored in database and I extract settlement date curve points from the database. But when settlement date is between 2 fixing dates, I need to provide the previous fixing date and rate. What is the correct way to derive the last fixing date for different settlement dates?

Thank you.