Wilmott Web site
QuantLib Web site
Examples :
Curve Fitting (
CurveFitting.zip
) example using QuantLib. Unzip the file in QuantLib Examples directory and open CurveFitting.dsw file.
Documentation :
optimization.html
is for example explanations and optimization files design,
index.html
is the documentation generated by doxygen (
CurveFitting-doc.zip
).
Cubic spline and bicubic spline files :
sources
and
equations
.