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<!-- doxytag: class="QuantLib::CubicBSplinesFitting" --><!-- doxytag: inherits="QuantLib::FittedBondDiscountCurve::FittingMethod" -->
<p>CubicSpline B-splines fitting method.
<a href="class_quant_lib_1_1_cubic_b_splines_fitting.html#details">More...</a></p>
<p><code>#include <ql/termstructures/yield/nonlinearfittingmethods.hpp></code></p>
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Inheritance diagram for CubicBSplinesFitting:</div>
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<area shape="rect" id="node2" 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="25,6,127,37"/></map>
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Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a980eea5e9fe83b0f615979eb72e3d723"></a><!-- doxytag: member="QuantLib::CubicBSplinesFitting::CubicBSplinesFitting" ref="a980eea5e9fe83b0f615979eb72e3d723" 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#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &knotVector, bool constrainAtZero=true)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7cf67a421608459910a700bac59ae3ba"></a><!-- doxytag: member="QuantLib::CubicBSplinesFitting::basisFunction" ref="a7cf67a421608459910a700bac59ae3ba" args="(Integer i, Time t) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cubic_b_splines_fitting.html#a7cf67a421608459910a700bac59ae3ba">basisFunction</a> (<a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> i, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">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" align="right" valign="top"><a class="anchor" id="ae3bc14b05ae58606398649bfd2f6af41"></a><!-- doxytag: member="QuantLib::CubicBSplinesFitting::clone" ref="ae3bc14b05ae58606398649bfd2f6af41" args="() const " -->
std::auto_ptr<br class="typebreak"/>
< <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#ae3bc14b05ae58606398649bfd2f6af41">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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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>CubicSpline B-splines fitting method. </p>
<p>Fits a discount function to a set of cubic B-splines <img class="formulaInl" alt="$ N_{i,3}(t) $" src="form_402.png"/>, i.e., </p>
<p class="formulaDsp">
<img class="formulaDsp" alt="\[ d(t) = \sum_{i=0}^{n} c_i * N_{i,3}(t) \]" src="form_403.png"/>
</p>
<p>See: McCulloch, J. 1971, "Measuring the Term Structure of
Interest Rates." Journal of Business, 44: 19-31</p>
<p>McCulloch, J. 1975, "The tax adjusted yield curve." Journal of Finance, XXX811-30</p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000139">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><dt><b>Examples: </b></dt><dd><a class="el" href="_fitted_bond_curve_8cpp-example.html#_a28">FittedBondCurve.cpp</a>.</dd>
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