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From: jlee <jon...@gm...> - 2014-01-29 17:32:13
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Got it to work your with suggestion. But have a related question. Is there a list of available interpolation classes? I was able to get working: Discount, BackwardFlat Discount, ForwardFlat Discount, Linear Discount, LogLinear but when i tried: CubicNaturalSpline LogCubicNaturalSpline MonotonicCubicNaturalSpline KrugerCubic FritschButlandCubic Parabolic LogParabolic MonotonicParabolic MonotonicLogParabolic Abcd Bilinear Bicubic I get compile a error saying no default constructor. Are these valid methods as these seems to be ones I've search around in the code. Thanks, Jon -- View this message in context: http://quantlib.10058.n7.nabble.com/PiecewiseYieldCurve-question-tp14918p14923.html Sent from the quantlib-dev mailing list archive at Nabble.com. |