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allen


Active since 2011

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use of IRDataCurve.bootstrap
When bootstrapping an interest rate curve from market data with IRDataCurve.bootstrap, one may choose, for example, 'spline'. Do...

11 years ago | 0 answers | 0

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can linprog handle discrete variables
Let’s say we have x1 and x2 with a linear objective function and linear constraints. Both x1 and x2 are vectors. All variables i...

13 years ago | 2 answers | 0

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