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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_cubic_b_splines_fitting.html">CubicBSplinesFitting</a></div>
<h1>CubicBSplinesFitting Class Reference</h1><!-- doxytag: class="QuantLib::CubicBSplinesFitting" --><!-- doxytag: inherits="QuantLib::FittedBondDiscountCurve::FittingMethod" --><code>#include <ql/termstructures/yield/nonlinearfittingmethods.hpp></code>
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Inheritance diagram for CubicBSplinesFitting:</div>
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<p><center><img src="class_quant_lib_1_1_cubic_b_splines_fitting__inherit__graph.png" border="0" usemap="#_cubic_b_splines_fitting__inherit__map" alt="Inheritance graph"></center>
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<area shape="rect" href="class_quant_lib_1_1_fitted_bond_discount_curve_1_1_fitting_method.html" title="Base fitting method used to construct a fitted bond discount curve." alt="" coords="25,7,135,33"></map>
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<a href="class_quant_lib_1_1_cubic_b_splines_fitting-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<a class="el" href="class_quant_lib_1_1_cubic_spline.html" title="Cubic spline interpolation factory and traits">CubicSpline</a> B-splines fitting method.
<p>
Fits a discount function to a set of cubic B-splines <img class="formulaInl" alt="$ N_{i,3}(t) $" src="form_312.png">, i.e., <p class="formulaDsp">
<img class="formulaDsp" alt="\[ d(t) = \sum_{i=0}^{n} c_i * N_{i,3}(t) \]" src="form_313.png">
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<p>
See: McCulloch, J. 1971, "Measuring the Term Structure of Interest Rates." Journal of Business, 44: 19-31<p>
McCulloch, J. 1975, "The tax adjusted yield curve." Journal of Finance, XXX811-30<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000107">Warning:</a></b></dt><dd>"The results are extremely sensitive to the number and location of the knot points, and there is no optimal way of selecting them." James, J. and N. Webber, "Interest Rate Modelling" John Wiley, 2000, pp. 440. </dd></dl>
<dl compact><dt><b>Examples: </b></dt><dd>
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<a class="el" href="_fitted_bond_curve_8cpp-example.html#_a26">FittedBondCurve.cpp</a>.</dl><table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="980eea5e9fe83b0f615979eb72e3d723"></a><!-- doxytag: member="QuantLib::CubicBSplinesFitting::CubicBSplinesFitting" ref="980eea5e9fe83b0f615979eb72e3d723" args="(const std::vector< Time > &knotVector, bool constrainAtZero=true)" -->
</td><td class="memItemRight" valign="bottom"><b>CubicBSplinesFitting</b> (const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &knotVector, bool constrainAtZero=true)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7cf67a421608459910a700bac59ae3ba"></a><!-- doxytag: member="QuantLib::CubicBSplinesFitting::basisFunction" ref="7cf67a421608459910a700bac59ae3ba" args="(Integer i, Time t) const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cubic_b_splines_fitting.html#7cf67a421608459910a700bac59ae3ba">basisFunction</a> (<a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a> i, <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">cubic B-spline basis functions <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e3bc14b05ae58606398649bfd2f6af41"></a><!-- doxytag: member="QuantLib::CubicBSplinesFitting::clone" ref="e3bc14b05ae58606398649bfd2f6af41" args="() const " -->
std::auto_ptr<br>
< <a class="el" href="class_quant_lib_1_1_fitted_bond_discount_curve_1_1_fitting_method.html">FittedBondDiscountCurve::FittingMethod</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cubic_b_splines_fitting.html#e3bc14b05ae58606398649bfd2f6af41">clone</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">clone of the current object <br></td></tr>
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