[Quantlib-dev] precision in cubicsplineinterpolation (and in general)

[Sylvain B. <syl...@gm...>]

Hi,

As I'm working on spline implementations, I've encountered issues with the
precision of Real.

The calculations I'm doing rely heavily on precision, and it is not an
option for me to consider 1e-20 as 0 or 2.0/3 as 0.666667.

2 things here:
- I want to raise to your attention the fact that the current spline
implementation is also affected by this (though to a lesser extent)
- I would like to know if any of you have used workarounds for this, and
what you did

Thanks

Sylvain