cubic spline with overshooting minimization

Posted by Sylvain Bertrand on
URL: http://quantlib.414.s1.nabble.com/cubic-spline-with-overshooting-minimization-tp12064.html

Hi everyone,

 

For those who don't remember, those are cubic splines that minimize the integral of the first (or second) derivatives.

As they're widely used, I was wondering if that would be a feature that you would like to see in QuantLib?

Regards,

Sylvain

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