As I was saying before triggering a keyboard shortcut:
Most, but not all. You'll have to check their header files in
ql/math/interpolations and see if they define a traits class such as
Linear or Cubic (it's a class with a template interpolate() method and
static data members such as global or requiredPoints).
If an interpolation you need doesn't define a traits class, it
shouldn't be difficult for you to create one. If you do so, post a
patch so I can include it in next release.
Later,
Luigi
On Wed, Oct 3, 2012 at 5:55 PM, Luigi Ballabio <
[hidden email]> wrote:
> Most, but not all. You'll have to check their
>
> On Tue, Oct 2, 2012 at 7:41 AM,
[hidden email]
> <
[hidden email]> wrote:
>> Hello,
>>
>>
>>
>> I am checking the different interpolation methods available to construct a
>> yield term structure. I would like to know if all the techniques listed into
>>
http://quantlib.org/reference/class_quant_lib_1_1_interpolation.html are
>> available to create an InterpolatedDiscountCurve/ZeroCurve.
>>
>>
>>
>> thanks
>>
>> P
>>
>>
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