QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.20

SimplePolynomialFitting Member List

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

clone() const | SimplePolynomialFitting | 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(), const ext::shared_ptr< OptimizationMethod > &optimizationMethod=ext::shared_ptr< OptimizationMethod >(), const Array &l2=Array(), Real minCutoffTime=0.0, Real maxCutoffTime=QL_MAX_REAL) | FittedBondDiscountCurve::FittingMethod | protected
guessSolution_ | FittedBondDiscountCurve::FittingMethod | protected
init() | FittedBondDiscountCurve::FittingMethod | protectedvirtual
l2() const | FittedBondDiscountCurve::FittingMethod |
minimumCostValue() const | FittedBondDiscountCurve::FittingMethod |
numberOfIterations() const | FittedBondDiscountCurve::FittingMethod |
optimizationMethod() const | FittedBondDiscountCurve::FittingMethod |
SimplePolynomialFitting(Natural degree, bool constrainAtZero=true, const Array &weights=Array(), const ext::shared_ptr< OptimizationMethod > &optimizationMethod=ext::shared_ptr< OptimizationMethod >(), const Array &l2=Array(), Real minCutoffTime=0.0, Real maxCutoffTime=QL_MAX_REAL) (defined in SimplePolynomialFitting) | SimplePolynomialFitting |
SimplePolynomialFitting(Natural degree, bool constrainAtZero, const Array &weights, const Array &l2, Real minCutoffTime=0.0, Real maxCutoffTime=QL_MAX_REAL) (defined in SimplePolynomialFitting) | SimplePolynomialFitting |
solution() const | FittedBondDiscountCurve::FittingMethod |
solution_ | FittedBondDiscountCurve::FittingMethod | protected
weights() const | FittedBondDiscountCurve::FittingMethod |
~FittingMethod() (defined in FittedBondDiscountCurve::FittingMethod) | FittedBondDiscountCurve::FittingMethod | virtual