Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Spreaded zero interpolated curve interpolation methods #641

Conversation

marcin-rybacki
Copy link
Contributor

In this PR I would like to include a few additional interpolation schemes for InterpolatedPiecewiseZeroSpreadedTermStructure.

Looking forward to your review.

@lballabio lballabio added this to the Release 1.34 milestone Apr 10, 2024
@lballabio lballabio merged commit b71cc37 into lballabio:master Apr 10, 2024
8 checks passed
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

None yet

2 participants