Re: An interpolation question

In article <ef34s9$6nt$1@xxxxxxxxxxxxxxxxxxxxx>, Schizoid Man
<schiz@xxxxxx> wrote :

Hi,

Assuming that I have a fairly convex function - e.g. the Price/Yield
curve for a bond - what would my preferred method of interpolation be?

Would it be loglinear or cubic spline?

I realize that this is a completely open-ended question (am doing some
interview preparation), but I was wondering if there is a science to
choosing the interpolation method?

Thanks.

I have seen you are very active in this group, asking many questions,
some of them completely void of sense ( integration of e^-x )

Can i ask what you are trying to do and what is your back-ground in
numerical analysis or in mathematics ?

The relation Price/Yield for a bond is a well known function based on
elementary financial notions taught in the secondary school.
I don't know any serious mathematician who would waste his time to
interpolate some data.

Bernard Danloy
Department of Mathematical Engineering
University of Louvain-la-Neuve
.