Re: PiecewiseYieldCurve question
Posted by jlee on Jan 29, 2014; 5:31pm
URL: http://quantlib.414.s1.nabble.com/PiecewiseYieldCurve-question-tp14918p14923.html
Got it to work your with suggestion. But have a related question. Is there a list of available interpolation classes? I was able to get working:
Discount, BackwardFlat
Discount, ForwardFlat
Discount, Linear
Discount, LogLinear
but when i tried:
CubicNaturalSpline
LogCubicNaturalSpline
MonotonicCubicNaturalSpline
KrugerCubic
FritschButlandCubic
Parabolic
LogParabolic
MonotonicParabolic
MonotonicLogParabolic
Abcd
Bilinear
Bicubic
I get compile a error saying no default constructor. Are these valid methods as these seems to be ones I've search around in the code.
Thanks,
Jon