QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
SimplePolynomialFitting Member List

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

clone() constSimplePolynomialFittingvirtual
constrainAtZero() constFittedBondDiscountCurve::FittingMethod
constrainAtZero_FittedBondDiscountCurve::FittingMethodprotected
costFunction_FittedBondDiscountCurve::FittingMethodprotected
curve_FittedBondDiscountCurve::FittingMethodprotected
discount(const Array &x, Time t) constFittedBondDiscountCurve::FittingMethod
FittingMethod(bool constrainAtZero=true, const Array &weights=Array(), const ext::shared_ptr< OptimizationMethod > &optimizationMethod=ext::shared_ptr< OptimizationMethod >(), const Array &l2=Array(), Real minCutoffTime=0.0, Real maxCutoffTime=QL_MAX_REAL)FittedBondDiscountCurve::FittingMethodprotected
guessSolution_FittedBondDiscountCurve::FittingMethodprotected
init()FittedBondDiscountCurve::FittingMethodprotectedvirtual
l2() constFittedBondDiscountCurve::FittingMethod
minimumCostValue() constFittedBondDiscountCurve::FittingMethod
numberOfIterations() constFittedBondDiscountCurve::FittingMethod
optimizationMethod() constFittedBondDiscountCurve::FittingMethod
SimplePolynomialFitting(Natural degree, bool constrainAtZero=true, const Array &weights=Array(), const ext::shared_ptr< OptimizationMethod > &optimizationMethod=ext::shared_ptr< OptimizationMethod >(), const Array &l2=Array(), Real minCutoffTime=0.0, Real maxCutoffTime=QL_MAX_REAL) (defined in SimplePolynomialFitting)SimplePolynomialFitting
SimplePolynomialFitting(Natural degree, bool constrainAtZero, const Array &weights, const Array &l2, Real minCutoffTime=0.0, Real maxCutoffTime=QL_MAX_REAL) (defined in SimplePolynomialFitting)SimplePolynomialFitting
solution() constFittedBondDiscountCurve::FittingMethod
solution_FittedBondDiscountCurve::FittingMethodprotected
weights() constFittedBondDiscountCurve::FittingMethod
~FittingMethod() (defined in FittedBondDiscountCurve::FittingMethod)FittedBondDiscountCurve::FittingMethodvirtual