QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
SpreadFittingMethod Member List

This is the complete list of members for SpreadFittingMethod, including all inherited members.

clone() const SpreadFittingMethodvirtual
constrainAtZero() const FittedBondDiscountCurve::FittingMethod
constrainAtZero_FittedBondDiscountCurve::FittingMethodprotected
costFunction_FittedBondDiscountCurve::FittingMethodprotected
curve_FittedBondDiscountCurve::FittingMethodprotected
discount(const Array &x, Time t) const FittedBondDiscountCurve::FittingMethod
FittingMethod(bool constrainAtZero=true, const Array &weights=Array(), boost::shared_ptr< OptimizationMethod > optimizationMethod=boost::shared_ptr< OptimizationMethod >())FittedBondDiscountCurve::FittingMethodprotected
guessSolution_FittedBondDiscountCurve::FittingMethodprotected
init()SpreadFittingMethodprotectedvirtual
minimumCostValue() const FittedBondDiscountCurve::FittingMethod
numberOfIterations() const FittedBondDiscountCurve::FittingMethod
optimizationMethod() const FittedBondDiscountCurve::FittingMethod
solution() const FittedBondDiscountCurve::FittingMethod
solution_FittedBondDiscountCurve::FittingMethodprotected
SpreadFittingMethod(boost::shared_ptr< FittingMethod > method, Handle< YieldTermStructure > discountCurve) (defined in SpreadFittingMethod)SpreadFittingMethod
weights() const FittedBondDiscountCurve::FittingMethod
~FittingMethod() (defined in FittedBondDiscountCurve::FittingMethod)FittedBondDiscountCurve::FittingMethodvirtual