I hope it is OK for Nicolas and Luigi to have our conversation on the
quantlib-dev mailing list.
An introduction: Nicolas suggested a different implementation for spline
interpolation, using the MatLab algorithm instead of Numerical Recipes.
He provided the code, Luigi worked on that, nothing is on the CVS yet
ciao -- Nando
At 06:11 PM 12/6/01 +0100, Nicolas wrote:
>En réponse à Ferdinando Ametrano <
[hidden email]>:
>
> > At 04:55 PM 11/25/01 +0100, you wrote:
> > >I have made some work on the underlying equations of matlab methods, I
> >
> > >will publish it ASAP. Now I understand why matlab default method
> > >is better to interpolate polynomial function of degree 3. It is just a
> >
> > >question of end conditions.
> > end conditions sound familiar to my ears: in my mind I couldn't figure
> > out
> > anything else that applying optimized boundary conditions in an
> > algorithmic
> > way, while NR algo required the users to set boundary conditions. I look
> > forward to your work
> >
>
>Hi,
>
>Here is a first version:
>
>
http://nicolas.dicesare.free.fr/quant/Spline.html>
>please use IE to read the page.
>
>--
>Nicolas Di Césaré
>
http://acm.emath.fr/~dicesare
Locked
