search

lballabio / QuantLib-SWIG

QuantLib wrappers to other languages
Other
338 stars 282 forks source link

Spreaded zero interpolated curve interpolation methods #641

Closed marcin-rybacki closed 5 months ago

marcin-rybacki commented 5 months ago

In this PR I would like to include a few additional interpolation schemes for InterpolatedPiecewiseZeroSpreadedTermStructure.

Looking forward to your review.