QuantLib
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() constSpreadFittingMethodvirtual
constrainAtZero() constFittedBondDiscountCurve::FittingMethod
constrainAtZero_FittedBondDiscountCurve::FittingMethodprotected
costFunction_FittedBondDiscountCurve::FittingMethodprotected
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()SpreadFittingMethodprotectedvirtual
l2() constFittedBondDiscountCurve::FittingMethod
minimumCostValue() constFittedBondDiscountCurve::FittingMethod
numberOfIterations() constFittedBondDiscountCurve::FittingMethod
optimizationMethod() constFittedBondDiscountCurve::FittingMethod
solution() constFittedBondDiscountCurve::FittingMethod
solution_FittedBondDiscountCurve::FittingMethodprotected
SpreadFittingMethod(boost::shared_ptr< FittingMethod > method, Handle< YieldTermStructure > discountCurve) (defined in SpreadFittingMethod)SpreadFittingMethod
weights() constFittedBondDiscountCurve::FittingMethod
~FittingMethod() (defined in FittedBondDiscountCurve::FittingMethod)FittedBondDiscountCurve::FittingMethodvirtual