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rwijtvliet / constant_to_smooth.py
Created Sep 25, 2020
Approximating a piecewise constant function with a continuous function, while retaining the piecewise average
View constant_to_smooth.py
# -*- coding: utf-8 -*-
"""
Created 2020-09
Investigating various ways of smoothing a piecewise contant function, while
retaining the piecewise average.
(Goal: smoothing the monthly prices for price-forward-curve).
"""