Re: [Quantlib-dev] PiecewiseYieldCurve question

[Luigi B. <lui...@gm...>]

Those are valid interpolations, but PiecewiseYieldCurve needs the
corresponding traits class (i.e., the one that defines an
interpolate() method that returns an Interpolation instance). For the
various cubic interpolations, that would be the Cubic class. It maps
to the various kinds of cubic depending on the parameters you use to
create it. If you use, say, PiecewiseYieldCurve<Discount,Cubic> and
just build it with the curve information (helpers etc), it will use
the default parameters (which, I think, give you a Kruger cubic). If
you create an instance of Cubic explicitly and pass it to the
constructor of PiecewiseYieldCurve<Discount,Cubic> as the last,
optional parameter, you'll get the corresponding cubic. You can see
the parameters to use for each interpolation by looking at its
constructor and checking what parameters it passes to the base
CubicInterpolation class.

Luigi


On Wed, Jan 29, 2014 at 6:31 PM, jlee <jon...@gm...> wrote:
> 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
>
>
>
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