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pazzo83 / QuantLib.jl

Quantlib implementation in pure Julia
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Added constructor for linear interpolator without arguments #11

Closed lungben closed 4 years ago

lungben commented 4 years ago

Added constructor without arguments for linear interpolator (e.g. for usage in curve constructors). This is similar to the already existing parameter-less constructor for LogLinear. I found it useful for QuantLib.InterpolatedDiscountCurve, when the curve is not a discount curve but e.g. a FX forward curve. Added test cases for linear and log-linear interpolation.

coveralls commented 4 years ago

Coverage Status

Coverage remained the same at 0.0% when pulling 990a3afa1e06fd941a0d135ad725c0ef3ac4539d on lungben:linear_interpolation_constructor into bebb1193f022ffde89f05f34b32e675d2b8b9522 on pazzo83:master.

pazzo83 commented 4 years ago

I think I might need to update some of the project related files (since they are mostly based on a pre 1.0 setup) - let me take a look so I can then merge this! Thanks again for the contribution!!

pazzo83 commented 4 years ago

Actually I will go ahead and merge it and deal with the build afterwards.