Hi Xin
> I have a question on these two interpolation methods provided in QuantLib :
> Linear and Log-linear
> How are these two different?
Linear interpolation interpolates linearly between the {f_i} values of
a function f defined at {x_i}.
Log-Linear interpolation interpolates linearly between the {log(f_i)}
values of a function f defined at {x_i}.
> I wrote some own some codes with a linear
> method to bootstrap a zero curve, and the results seemed to be the same as
> what I got using the QuantLib Log-linear as the interpolator....
I doubt this can be the case... the results are probably not
dramatically different, but they must be numerically different
ciao -- Nando
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