rwijtvliet
rwijtvliet
/ constant_to_smooth.py
Created
September 25, 2020 08:58
Approximating a piecewise constant function with a continuous function, while retaining the piecewise average
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| # -*- 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). | |
| """ |