Re: Curve interpolation

Posted by Luigi Ballabio on Feb 25, 2008; 5:11pm
URL: http://quantlib.414.s1.nabble.com/Curve-interpolation-tp11687p11690.html

Hi Simon,

On Mon, 2008-02-25 at 16:51 +0000, Simon Ibbotson wrote:
> On a separate note, do you know who is currently working on the curve
> interface? I'd like to contribute a different Bootstrap to the library
> (for localized approximations of global interpolations) but want to
> check the current state of development: what interface(s) the Bootstrap
> class needs to implement.

Nando has been working on it for the last few days (Nando, is it done?)
Then I'll want to make a few minor changes myself. I'll send you a line
when I'm done.

Later,
        Luigi


--

Innovation is hard to schedule.
-- Dan Fylstra



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