[Quantlib-users] ConvexMonotone Interpolator compatible with PiecewiseYieldCurve?

[StephenWong <ste...@gm...>]

Hi all,

Does anyone know if the class PiecewiseYieldCurve can be used with the
ConvexMonotone Interpolator or not?

I seem to be able to only use the Linear, LogLinear or Cubic Interpolator
with PiecewiseYieldCurve but not ConvexMonotone. If I use the latter exactly
like how I use the formers with the PiecewiseYieldCurve in pricing
something, say some bonds, I run into problems.

Anyone is able to use it successfully?

Thanks!


-- 
View this message in context: http://old.nabble.com/ConvexMonotone-Interpolator-compatible-with-PiecewiseYieldCurve--tp33131655p33131655.html
Sent from the quantlib-users mailing list archive at Nabble.com.