FinanceModels Compatibility
alecloudenback opened this issue · comments
Followup to #46 , need to resolve issue with switching interpolation package from BSplineKit to DataInterpolations in FinanceModels v4.8
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.