Open
Description
While the C++ code allows for specifying inter- and extrapolation method within the bootstrapping algorithm, the swigged python code (pyvacon.analytics.YieldCurveBootstrapper. YieldCurveBootstrapper_compute) does not provide the option to configure this. The interface should be extended to avoid potential inconsistencies with subsequently defined interpolation methods for the resulting curve.
Metadata
Metadata
Assignees
Labels
No labels