Posted by
Ferdinando M. Ametrano-3 on
URL: http://quantlib.414.s1.nabble.com/yield-curve-bootstrapping-tp5464p5474.html
On Thu, May 27, 2010 at 6:25 PM, Luigi Ballabio
<
[hidden email]> wrote:
>> it's already available as sub-case of cubic interpolation: if you
>> choose Parabolic as DerivativeApprox method you obtain a piecewise
>> quadratic interpolation.
>
> I stand corrected. How about providing an alias for it though?
mmm... the convenience class might be buried deep down in the file but
it's already there:
class Parabolic : public CubicInterpolation {
public:
/*! \pre the \f$ x \f$ values must be sorted. */
template <class I1, class I2>
Parabolic(const I1& xBegin,
const I1& xEnd,
const I2& yBegin)
: CubicInterpolation(xBegin, xEnd, yBegin,
CubicInterpolation::Parabolic, false,
SecondDerivative, 0.0,
SecondDerivative, 0.0) {}
};
ciao -- Nando
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