Re: cubic spline with overshooting minimization

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/cubic-spline-with-overshooting-minimization-tp12064p12065.html

On Fri, 2008-07-11 at 09:44 -0400, Sylvain Bertrand wrote:
> 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?

Yes, it would be nice.

Luigi


--

Within C++, there is a much smaller and cleaner language struggling to
get out.
-- Bjarne Stroustrup



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