flat interpolation

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flat interpolation

Candy Chiu
Luigi,

What's the definition of forward and backward flat interpolation?  ForwardFlat doesn't seem to work in curve construction.

Thanks.

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Re: flat interpolation

Luigi Ballabio
Hello,
    apologies for the delay.  Forward-flat means that the value
between two nodes is the same as the value of the left node;
backward-flat means that the value equals that of the right node.
What happens when you try to use forward flat? Do you have some code
to reproduce the problem?

Luigi

On Mon, Jan 14, 2013 at 6:43 PM, Candy Chiu <[hidden email]> wrote:

> Luigi,
>
> What's the definition of forward and backward flat interpolation?
> ForwardFlat doesn't seem to work in curve construction.
>
> Thanks.
>
> ------------------------------------------------------------------------------
> Master SQL Server Development, Administration, T-SQL, SSAS, SSIS, SSRS
> and more. Get SQL Server skills now (including 2012) with LearnDevNow -
> 200+ hours of step-by-step video tutorials by Microsoft MVPs and experts.
> SALE $99.99 this month only - learn more at:
> http://p.sf.net/sfu/learnmore_122512
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

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