Fast, Multi-layer, interpolating curve building
Registered by
Lakshmi Krishnamurthy
■Discount/Credit Curve build out using highly efficient and robust curve calibration techniques.
■Customize the build out based off of different node interpolation techniques, curve variate parameters, and boundary conditions.
Blueprint information
- Status:
- Complete
- Approver:
- None
- Priority:
- High
- Drafter:
- None
- Direction:
- Approved
- Assignee:
- None
- Definition:
- Approved
- Series goal:
- Accepted for 2.1
- Implementation:
-
Implemented
- Milestone target:
-
2.1
- Started by
- Lakshmi Krishnamurthy
- Completed by
- Lakshmi Krishnamurthy
Related branches
Related bugs
Sprints
Whiteboard
(?)
