A free/open-source library for quantitative finance
Version 0.9.7
Getting started
Introduction
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Installation
Configuration
Usage
Version history
Additional resources
The QuantLib group
Copyright and license
Reference manual
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Class Hierarchy
Compound List
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Compound Members
File Members
Todo List
Known Bugs
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Test Suite
Examples
CubicBSplinesFitting Member List
This is the complete list of members for
CubicBSplinesFitting
, including all inherited members.
basisFunction
(Integer i, Time t) const
CubicBSplinesFitting
clone
() const
CubicBSplinesFitting
[virtual]
constrainAtZero_
FittedBondDiscountCurve::FittingMethod
[protected]
costFunction_
FittedBondDiscountCurve::FittingMethod
[protected]
CubicBSplinesFitting
(const std::vector< Time > &knotVector, bool constrainAtZero=true) (defined in
CubicBSplinesFitting
)
CubicBSplinesFitting
curve_
FittedBondDiscountCurve::FittingMethod
[protected]
FittingMethod
(bool constrainAtZero=true)
FittedBondDiscountCurve::FittingMethod
[protected]
guessSolution_
FittedBondDiscountCurve::FittingMethod
[protected]
init
()
FittedBondDiscountCurve::FittingMethod
[protected]
minimumCostValue
() const
FittedBondDiscountCurve::FittingMethod
numberOfIterations
() const
FittedBondDiscountCurve::FittingMethod
solution
() const
FittedBondDiscountCurve::FittingMethod
solution_
FittedBondDiscountCurve::FittingMethod
[protected]
~FittingMethod
() (defined in
FittedBondDiscountCurve::FittingMethod
)
FittedBondDiscountCurve::FittingMethod
[virtual]