C# Cubic Spline

[Frozennova]

Does anyone have any pointers on a library to use for Cubic Spline interpolation in C#?

Without complicating too much I will have a dataset of a few thousand to potentially tens of thousands of data points that I need to generate a cubic spline fit for then pick out values for 60-100 or so points on the from that trend line

 

[peterwalkley]

Possibly a bit overkill, but try quantlib.

 

[Deanje]

Math.net is solid.

I've not used it for your use case but I have other things and it's pretty well put together. No SIMD yet, but it's planned, I believe.