Hi again,
I am using version 0.8.1 . It works now by modifying the constructor " CubicSplineImpl" in cubicspline.hpp to include the function "update( )".
Thanks
Amandine
----- Original Message ----
From: amandine vincotte <
[hidden email]>
To:
[hidden email]
Sent: Monday, November 12, 2007 11:53:44 AM
Subject: [Quantlib-users] Natural Cubic Spline Function
Hi ,
I am trying to get a Cubic Spline Function and I have created the simple function below using "Natural Cubic Spline".
But from the output below it looks more like a flat filled curve.
Am I missing anything?
Thank you for you help.
Regards,
Amandine
void test(const Date& valueDate)
{
vector<Rate> x;
vector<Rate> y;
x.push_back(0.05);
y.push_back(2);
x.push_back(0.1);
y.push_back(2.3);
x.push_back(0.15);
y.push_back(1.5);
x.push_back(0.2);
y.push_back(1);
x.push_back(0.25);
y.push_back(3.1);
NaturalCubicSpline sp(x.begin(),x.end(),y.begin());
Rate r=0.07;
while(r<=0.25)
{
Rate rr = sp(r,true);
cout << r << "," << rr << endl;
r+=0.01;
}
}
OUTPUT:
0.07,2
0.08,2
0.09,2
0.1,2
0.11,2.3
0.12,2.3
0.13,2.3
0.14,2.3
0.15,1.5
0.16,1.5
0.17,1.5
0.18,1.5
0.19,1.5
0.2,1
0.21,1
0.22,1
0.23,1
0.24,1
__________________________________________________
Do You Yahoo!?
Tired of spam? Yahoo! Mail has the best spam protection around
http://mail.yahoo.com
-------------------------------------------------------------------------
This SF.net email is sponsored by: Splunk Inc.
Still grepping through log files to find problems? Stop.
Now Search log events and configuration files using AJAX and a browser.
Download your FREE copy of Splunk now >>
http://get.splunk.com/_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users__________________________________________________
Do You Yahoo!?
Tired of spam? Yahoo! Mail has the best spam protection around
http://mail.yahoo.com__________________________________________________
Do You Yahoo!?
Tired of spam? Yahoo! Mail has the best spam protection around
http://mail.yahoo.com
-------------------------------------------------------------------------
This SF.net email is sponsored by: Splunk Inc.
Still grepping through log files to find problems? Stop.
Now Search log events and configuration files using AJAX and a browser.
Download your FREE copy of Splunk now >>
http://get.splunk.com/_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
Locked
