[Quantlib-dev] QL fitted curve has weird shape when transiotioning from Futures to Swap

[Irakli M. <ima...@ho...>]

Picture is better than thousand words so attached is the curve fitted via QL 
convex monotone (PiecewiseYieldCurve<ForwardRate ,ConvexMonotone>) vs 
bloomberg for the same settle date,  same instruments and  same convexity 
adjustments on futures.

At 4 year period fitting transition from futures to swap and curve has weird 
shape. I tried to add couple of futures closer to 4Y point but that does not 
help.

Question probably goes to  Luigi, what am I missing , is there extra setting 
to preserve the the sign of the second derivative?

Thanks
Irakli