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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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CubicBSplinesFitting Member List

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

basisFunction(Integer i, Time t) constCubicBSplinesFitting
calculate()FittedBondDiscountCurve::FittingMethodprivate
calculateWeights_FittedBondDiscountCurve::FittingMethodprivate
clone() const overrideCubicBSplinesFittingvirtual
constrainAtZero() constFittedBondDiscountCurve::FittingMethod
constrainAtZero_FittedBondDiscountCurve::FittingMethodprotected
costFunction_FittedBondDiscountCurve::FittingMethodprotected
costValue_FittedBondDiscountCurve::FittingMethodprivate
CubicBSplinesFitting(const std::vector< Time > &knotVector, 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)CubicBSplinesFitting
CubicBSplinesFitting(const std::vector< Time > &knotVector, bool constrainAtZero, const Array &weights, const Array &l2, Real minCutoffTime=0.0, Real maxCutoffTime=QL_MAX_REAL)CubicBSplinesFitting
curve_FittedBondDiscountCurve::FittingMethodprotected
discount(const Array &x, Time t) constFittedBondDiscountCurve::FittingMethod
discountFunction(const Array &x, Time t) const overrideCubicBSplinesFittingprivatevirtual
errorCode() constFittedBondDiscountCurve::FittingMethod
errorCode_FittedBondDiscountCurve::FittingMethodprivate
FittingMethod(bool constrainAtZero=true, const Array &weights=Array(), ext::shared_ptr< OptimizationMethod > optimizationMethod=ext::shared_ptr< OptimizationMethod >(), Array l2=Array(), Real minCutoffTime=0.0, Real maxCutoffTime=QL_MAX_REAL)FittedBondDiscountCurve::FittingMethodprotected
guessSolution_FittedBondDiscountCurve::FittingMethodprotected
init()FittedBondDiscountCurve::FittingMethodprotectedvirtual
l2() constFittedBondDiscountCurve::FittingMethod
l2_FittedBondDiscountCurve::FittingMethodprivate
maxCutoffTime_FittedBondDiscountCurve::FittingMethodprivate
minCutoffTime_FittedBondDiscountCurve::FittingMethodprivate
minimumCostValue() constFittedBondDiscountCurve::FittingMethod
N_CubicBSplinesFittingprivate
numberOfIterations() constFittedBondDiscountCurve::FittingMethod
numberOfIterations_FittedBondDiscountCurve::FittingMethodprivate
optimizationMethod() constFittedBondDiscountCurve::FittingMethod
optimizationMethod_FittedBondDiscountCurve::FittingMethodprivate
size() const overrideCubicBSplinesFittingprivatevirtual
size_CubicBSplinesFittingprivate
solution() constFittedBondDiscountCurve::FittingMethod
solution_FittedBondDiscountCurve::FittingMethodprotected
splines_CubicBSplinesFittingprivate
weights() constFittedBondDiscountCurve::FittingMethod
weights_FittedBondDiscountCurve::FittingMethodprivate
~FittingMethod()=defaultFittedBondDiscountCurve::FittingMethodvirtual