Re: BackwardFlat and ForwardFlat interpolations

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/BackwardFlat-and-ForwardFlat-interpolations-tp4861p4862.html


On 06/15/2006 05:54:25 PM, Fabio Ramponi wrote:
> I was trying to use BackwardFlatInterpolation and
> ForwardFlatInterpolation to create some kind of piecewise constant  
> forward rate term structure using the InterpolatedForwardCurve class.
>
> I noticed that the calculate() and primitive() methods for the two
> interpolations are exactly the same.

Right---they were broken. They are fixed now.

Thanks,
        Luigi


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