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From: Adjriou B. <bad...@ya...> - 2005-03-29 12:43:15
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Hi, I would like to implement a method with cubic interpolation for an an interest curve so I need to get a newton Raphson algorithm to do that. Do you know if there is this algorithm in quantlib or a solver wich takes my equations and my unknowns ? regards, belak --------------------------------- Découvrez le nouveau Yahoo! Mail : 250 Mo d'espace de stockage pour vos mails ! Créez votre Yahoo! Mail |