QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.12

SpreadFittingMethod Member List

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

clone() const | SpreadFittingMethod | virtual
constrainAtZero() const | FittedBondDiscountCurve::FittingMethod |
constrainAtZero_ | FittedBondDiscountCurve::FittingMethod | protected
costFunction_ | FittedBondDiscountCurve::FittingMethod | protected
curve_ | FittedBondDiscountCurve::FittingMethod | protected
discount(const Array &x, Time t) const | FittedBondDiscountCurve::FittingMethod |
FittingMethod(bool constrainAtZero=true, const Array &weights=Array(), boost::shared_ptr< OptimizationMethod > optimizationMethod=boost::shared_ptr< OptimizationMethod >(), const Array &l2=Array()) | FittedBondDiscountCurve::FittingMethod | protected
guessSolution_ | FittedBondDiscountCurve::FittingMethod | protected
init() | SpreadFittingMethod | protectedvirtual
l2() const | FittedBondDiscountCurve::FittingMethod |
minimumCostValue() const | FittedBondDiscountCurve::FittingMethod |
numberOfIterations() const | FittedBondDiscountCurve::FittingMethod |
optimizationMethod() const | FittedBondDiscountCurve::FittingMethod |
solution() const | FittedBondDiscountCurve::FittingMethod |
solution_ | FittedBondDiscountCurve::FittingMethod | protected
SpreadFittingMethod(boost::shared_ptr< FittingMethod > method, Handle< YieldTermStructure > discountCurve) (defined in SpreadFittingMethod) | SpreadFittingMethod |
weights() const | FittedBondDiscountCurve::FittingMethod |
~FittingMethod() (defined in FittedBondDiscountCurve::FittingMethod) | FittedBondDiscountCurve::FittingMethod | virtual