TSchulz85

Add Mixed Interpolation for Python

1

Add Mixed Interest Curve Interpolation as in the below example (see slide 41) https://speakerdeck.com/nando1970/advanced-eonia-curve-calibration?slide=41 https://sourceforge.net/p/quantlib/mailman/message/36190444/

Adding a limit to brsch

14

Hi, Thanks a lot for your work, I use this project a lot and really like it! I currently started using the bsrch function and it seems it uses the...

Sorting/Copying

4

First of all, this project is excellent, thanks a lot! I really like it. Two things (which are probably more or less specific to my setup). 1) The sorting function...