Multiple interpolation methods for YieldTermStructure

Posted by jlee on Mar 14, 2014; 12:49pm
URL: http://quantlib.414.s1.nabble.com/Multiple-interpolation-methods-for-YieldTermStructure-tp15064.html

Hi,
Is it possible to construct a yield curve with multiple interpolation methods? For the general curve we use LogParabolic but in the FRAs we put event/jump dates in which causes the forwards after these dates to be weird. So ideally we would like to use linear interp for after the event date until the next instrument.

Would this be possible. Or is there a way to "append" YieldTermStructures constructed with different interpolation methods.

Thanks,
Jon