http://quantlib.414.s1.nabble.com/dual-bootstrap-question-tp14144p14160.html
Outline those ideas of yours. They might get handy for those "I want
> the best way of ensuring no crossing curves would be to bootstrap a base
> (OIS) curve, and have all the others expressed as (tenor-increasing
> positive) basis.
>
> I have strong ideas on how this should implemented, but no time to work on
> it :-(
> Should I kick-start a project? ;-)
>
>
> On Thu, Mar 21, 2013 at 5:43 PM, MN <
[hidden email]> wrote:
>>
>> I agree with you. Nevertheless, it would be useful to have some assurance
>> for non crossing tenors independent of the selected interpolation model.
>>
>>
>>
>>
>>
>> From: Ferdinando Ametrano [mailto:
[hidden email]]
>> Sent: Thursday, March 21, 2013 4:40 PM
>> To: MN
>> Cc: QuantLib Mailing Lists
>> Subject: Re: [Quantlib-users] dual bootstrap question
>>
>>
>>
>> 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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