QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
CubicBSplinesFitting Member List

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

basisFunction(Integer i, Time t) constCubicBSplinesFitting
clone() constCubicBSplinesFittingvirtual
constrainAtZero() constFittedBondDiscountCurve::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 >(), const Array &l2=Array()) (defined in CubicBSplinesFitting)CubicBSplinesFitting
CubicBSplinesFitting(const std::vector< Time > &knotVector, bool constrainAtZero, const Array &weights, const Array &l2) (defined in CubicBSplinesFitting)CubicBSplinesFitting
curve_FittedBondDiscountCurve::FittingMethodprotected
discount(const Array &x, Time t) constFittedBondDiscountCurve::FittingMethod
FittingMethod(bool constrainAtZero=true, const Array &weights=Array(), boost::shared_ptr< OptimizationMethod > optimizationMethod=boost::shared_ptr< OptimizationMethod >(), const Array &l2=Array())FittedBondDiscountCurve::FittingMethodprotected
guessSolution_FittedBondDiscountCurve::FittingMethodprotected
init()FittedBondDiscountCurve::FittingMethodprotectedvirtual
l2() constFittedBondDiscountCurve::FittingMethod
minimumCostValue() constFittedBondDiscountCurve::FittingMethod
numberOfIterations() constFittedBondDiscountCurve::FittingMethod
optimizationMethod() constFittedBondDiscountCurve::FittingMethod
solution() constFittedBondDiscountCurve::FittingMethod
solution_FittedBondDiscountCurve::FittingMethodprotected
weights() constFittedBondDiscountCurve::FittingMethod
~FittingMethod() (defined in FittedBondDiscountCurve::FittingMethod)FittedBondDiscountCurve::FittingMethodvirtual