Cubic spline
Cubic spline
Hi,
I'll have a look at the code from Koders. I've some familiar with quantlib.
Do you have any good test cases. Before building a new component, it would be useful to see exactly how it might be used, what range of parameters etc you are planning to use.
I'm fairly certain with this information we can find someone to help you (if not myself).
Best wishes, will.
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