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FinanceModels Compatibility #49

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alecloudenback opened this issue Apr 24, 2024 · 1 comment · Fixed by #52
Closed

FinanceModels Compatibility #49

alecloudenback opened this issue Apr 24, 2024 · 1 comment · Fixed by #52

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@alecloudenback
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Followup to #46 , need to resolve issue with switching interpolation package from BSplineKit to DataInterpolations in FinanceModels v4.8
This was referenced Apr 24, 2024
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@alecloudenback
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Some testing notes: seems to stem from a difference related to the 1st/2nd derivatives only at the given points (i.e. the 1st and 2nd derivative for time 1 is different, even though all the other local zero-second derivatives match? Still working on isolating the difference.

@alecloudenback alecloudenback mentioned this issue Jun 22, 2024
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@alecloudenback