Yes. This problem https://en.wikipedia.org/wiki/Quadratic_programming0. What is "QP"?
Thanks! I'll see it.What about Stineman interpolation ( https://pages.uoregon.edu/dgavin/software/stineman.pdf )?
Thanks for the paper! It is very interesting.Your application may or may not be related to yield curve fitting, but either way this classic from the Great Dane is worth a look: https://papers.ssrn.com/sol3/papers.cfm ... _id=871088