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imanuelcostigan / OldFinancialMarkets.jl

Describe and model financial markets objects using Julia
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Complete Monotone Convex interpolator #19

Open imanuelcostigan opened 9 years ago

imanuelcostigan commented 9 years ago

See #17 and 081bcc1.

imanuelcostigan commented 9 years ago

See Hagan & West's, Methods for Constructing a Yield Curve