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

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

basisFunction(Integer i, Time t) const CubicBSplinesFitting
clone() const CubicBSplinesFittingvirtual
constrainAtZero() const FittedBondDiscountCurve::FittingMethod
constrainAtZero_FittedBondDiscountCurve::FittingMethodprotected
costFunction_FittedBondDiscountCurve::FittingMethodprotected
CubicBSplinesFitting(const std::vector< Time > &knotVector, bool constrainAtZero=true, const Array &weights=Array(), boost::shared_ptr< OptimizationMethod > optimizationMethod=boost::shared_ptr< OptimizationMethod >()) (defined in CubicBSplinesFitting)CubicBSplinesFitting
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()FittedBondDiscountCurve::FittingMethodprotectedvirtual
minimumCostValue() const FittedBondDiscountCurve::FittingMethod
numberOfIterations() const FittedBondDiscountCurve::FittingMethod
optimizationMethod() const FittedBondDiscountCurve::FittingMethod
solution() const FittedBondDiscountCurve::FittingMethod
solution_FittedBondDiscountCurve::FittingMethodprotected
weights() const FittedBondDiscountCurve::FittingMethod
~FittingMethod() (defined in FittedBondDiscountCurve::FittingMethod)FittedBondDiscountCurve::FittingMethodvirtual