Cubic Spline Ipol and PiecewiseYieldCurve

[Plamen Neykov]

Hi All,

I'm experiencing severe instabilities during the bootstrap procedure if I use
the Cubic Spline Ipol - e.g. by a minimal changes of the market data the
bootstrapping procedure does not converge any more - is there something which
can be done to stabilize it (some sort of specific parametrization of the
spline)?

Thanks,
Plamen