linear vs log-linear
Posted by gigifaye29 on Apr 17, 2008; 9:29pm
URL: http://quantlib.414.s1.nabble.com/linear-vs-log-linear-tp5932.html
Hello,
I have a question on these two interpolation methods provided in QuantLib : Linear and Log-linear
How are these two different? I wrote some own some codes with a linear method to bootstrap a zero curve, and the results seemed to be the same as what I got using the QuantLib Log-linear as the interpolator....
Your help would be appreciated,
Xin