Swap Curve Interpolation

Posted by Khalid Khan on Apr 03, 2002; 9:28am
URL: http://quantlib.414.s1.nabble.com/Swap-Curve-Interpolation-tp1961.html

Please can you let me know how you interpolate between swap maturities?
Do you model the instantaneous forward curve?
If so, what is the functional form used and constraints applied? Thanks

Khalid Khan