Some time ago an issue popped up with a maximum set of discretely chosen points on a yield curve to be fitted by a cubic spline. I encountered the same but an additional aspect showed up: This problem seems to be machine dependent. On one system I am able to use points up to 15 years on the curve, on the other only up to a year or so. Does anyone have a clue why this may be as it is?
Regards
Frank
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