ConvexMonotone Interpolator compatible with PiecewiseYieldCurve?

Posted by StephenWong on
URL: http://quantlib.414.s1.nabble.com/ConvexMonotone-Interpolator-compatible-with-PiecewiseYieldCurve-tp8544.html

Hi all,

Does anyone know if the class PiecewiseYieldCurve can be used with the ConvexMonotone Interpolator or not?

I seem to be able to only use the Linear, LogLinear or Cubic Interpolator with PiecewiseYieldCurve but not ConvexMonotone. If I use the latter exactly like how I use the formers with the PiecewiseYieldCurve in pricing something, say some bonds, I run into problems.

Anyone is able to use it successfully?

Thanks!