nonlinear methods to fit a bond discount function More...
#include <ql/termstructures/yield/fittedbonddiscountcurve.hpp>
#include <ql/math/bspline.hpp>
Classes | |
class | ExponentialSplinesFitting |
Exponential-splines fitting method. More... | |
class | NelsonSiegelFitting |
Nelson-Siegel fitting method. More... | |
class | SvenssonFitting |
Svensson Fitting method. More... | |
class | CubicBSplinesFitting |
CubicSpline B-splines fitting method. More... | |
class | SimplePolynomialFitting |
Simple polynomial fitting method. More... |
nonlinear methods to fit a bond discount function