Lagrange Spline

Posted by Peter Caspers-4 on Nov 22, 2012; 7:56pm
URL: http://quantlib.414.s1.nabble.com/Lagrange-Spline-tp13615.html

Hi,

I added the missing Lagrange boundary condition to the cubic
interpolation. I tested against the MatLab implementation. Please feel
free to add it to some future release.

Kind regards
Peter

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