PiecewiseYieldCurve and Interpolator class
Posted by
jing lu on
URL: http://quantlib.414.s1.nabble.com/PiecewiseYieldCurve-and-Interpolator-class-tp1081.html
All,
I am trying to build a term structure using the PiecewiseYieldCurve class
like foo = new PiecewiseYieldCurve<ZeroYield,LogLinear>(......). I can use
class LogLinear, class Linear or Class ForwardFlat for the 2nd argument, I
wonder which class should I use if I want CubicSpline as the interpolation
method.
Thanks,
Jing
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