Implement SabrInterpolation
Bug #1209934 reported by
Richard Gomes
This bug affects 1 person
Affects | Status | Importance | Assigned to | Milestone | |
---|---|---|---|---|---|
JQuantLib |
New
|
Medium
|
Unassigned |
Bug Description
Implement SabrInterpolation
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Relationships
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class InterpolationTest (known as CubicSplineInte rpolationTest previously) has a method intended to test SABRInterpolation. This method is commented out at the moment. It needs to be reviewed and finished.