RE: LogLinear interpolation

Posted by Luigi Ballabio-4 on Jun 28, 2002; 2:22pm
URL: http://quantlib.414.s1.nabble.com/LogLinear-interpolation-tp10120p10124.html

At 3:12 PM +0200 6/27/02, Andre Louw wrote:
>Nando,
>
>>  I might be wrong but your formula is quite similar to "geometric
>interpolation"
>dfx = (df1^((t2-tx)/(t2-t1)))*(df2^((tx-t1)/(t2-t1))).
>I think you're right, I actually got this from some existing code and
>implemented it as is. Will delve a bit deeper to get to it's origin!

(posting it again since the mail didn't seem to go through...)

Nando, you can call the above "geometric interpolation" if you want,
but it's actually the same formula you used for loglinear
interpolation :)

(not very surprising, actually. I think "geometric" means
interpolating y vs exp(x), while "loglinear" means interpolating
log(y) vs x...)

Bye,
        Luigi (which doesn't feel like reusing the closing quip he
already put into the mail that sourceforge is holding. Computers. Bah)