EconomicScenarioGenerators.jl icon indicating copy to clipboard operation
EconomicScenarioGenerators.jl copied to clipboard

Published 20 hours ago • verified publisher icon JuliaActuary

FinanceModels Compatibility

Open alecloudenback opened this issue 1 year ago • 1 comments

Followup to #46 , need to resolve issue with switching interpolation package from BSplineKit to DataInterpolations in FinanceModels v4.8

alecloudenback avatar Apr 24 '24 03:04 alecloudenback

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 avatar Apr 26 '24 04:04 alecloudenback