[Quantlib-dev] Fwd: Lagrange Spline

[Peter C. <pca...@gm...>]

maybe better with checking the number of given points ...
Peter

---------- Forwarded message ----------
From: Peter Caspers <pca...@gm...>
Date: 2012/11/22
Subject: Lagrange Spline
To: qua...@li...


Hi,

I added the missing Lagrange boundary condition to the cubic interpolation.
I tested against the MatLab implementation. Please feel free to add it to
some future release.

Kind regards
Peter