Re: [Quantlib-dev] cubic spline with overshooting minimization

[Luigi B. <lui...@gm...>]

On Fri, 2008-07-11 at 09:44 -0400, Sylvain Bertrand wrote:
> For those who don't remember, those are cubic splines that minimize
> the integral of the first (or second) derivatives.
> As they're widely used, I was wondering if that would be a feature
> that you would like to see in QuantLib?

Yes, it would be nice.

Luigi 


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