Re: [Quantlib-dev] Re: LogLinear interpolation

[Luigi B. <bal...@ma...>]

At 01:29 PM 6/27/02 +0200, Ferdinando Ametrano wrote:
>Not quite the same thing indeed. I might be wrong but your formula is 
>quite similar to "geometric interpolation"
>     dfx = (df1^((t2-tx)/(t2-t1)))*(df2^((tx-t1)/(t2-t1))).

Which is exactly the same as your loglinear formula.


Playing the devil's advocate and loving it,

                 Luigi