Re: dual bootstrap question

Posted by Ferdinando M. Ametrano-3 on
URL: http://quantlib.414.s1.nabble.com/dual-bootstrap-question-tp14144p14156.html

On Thu, Mar 21, 2013 at 4:17 PM, MN <[hidden email]> wrote:

Ok, however, in my experience it may happen for some interpolation models where oscillation can cause problems in the long end.

which is a loud and clear warning IMO about the need to switch to a reliable interpolation method, i.e. monotonic interpolation

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