Fwd: Lagrange Spline

Posted by Peter Caspers-4 on Nov 23, 2012; 9:30am
URL: http://quantlib.414.s1.nabble.com/Lagrange-Spline-tp13615p13616.html

maybe better with checking the number of given points ...
Peter

 

---------- Forwarded message ----------
From: Peter Caspers <[hidden email]>
Date: 2012/11/22
Subject: Lagrange Spline
To: [hidden email]


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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