search

lballabio / quantlib-old

The QuantLib C++ library and extensions (warning: out of date)
http://quantlib.org
471 stars 405 forks source link

LogMixedLinearCubic interpolation added #372

Closed sfondi closed 8 years ago

sfondi commented 8 years ago

Added logaritmic linear-cubic mixed interpolation. In case of mixed interpolation the first pillar of the second interpolation is set at the conjunction point.

gouthambs commented 8 years ago

@sfondi it would be nice to have this exposed in SWIG extensions as well.

sfondi commented 8 years ago

@gouthambs It could be a good idea, but unfortunately I'm not familiar with SWIG, sorry.

gouthambs commented 8 years ago

No worries. I will add a SWIG extension after your PR gets merged. Thanks.

lballabio commented 8 years ago

Migrated to https://github.com/lballabio/QuantLib/pull/26