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

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

clone() constSpreadFittingMethodvirtual
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()SpreadFittingMethodprotectedvirtual
l2() constFittedBondDiscountCurve::FittingMethod
minimumCostValue() constFittedBondDiscountCurve::FittingMethod
numberOfIterations() constFittedBondDiscountCurve::FittingMethod
optimizationMethod() constFittedBondDiscountCurve::FittingMethod
solution() constFittedBondDiscountCurve::FittingMethod
solution_FittedBondDiscountCurve::FittingMethodprotected
SpreadFittingMethod(const ext::shared_ptr< FittingMethod > &method, const Handle< YieldTermStructure > &discountCurve, Real minCutoffTime=0.0, Real maxCutoffTime=QL_MAX_REAL) (defined in SpreadFittingMethod)SpreadFittingMethod
weights() constFittedBondDiscountCurve::FittingMethod
~FittingMethod() (defined in FittedBondDiscountCurve::FittingMethod)FittedBondDiscountCurve::FittingMethodvirtual
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