Loading [MathJax]/extensions/tex2jax.js
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Modules Pages
SimplePolynomialFitting Member List

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

calculate()FittedBondDiscountCurve::FittingMethodprivate
calculateWeights_FittedBondDiscountCurve::FittingMethodprivate
clone() const overrideSimplePolynomialFittingvirtual
constrainAtZero() constFittedBondDiscountCurve::FittingMethod
constrainAtZero_FittedBondDiscountCurve::FittingMethodprotected
costFunction_FittedBondDiscountCurve::FittingMethodprotected
costValue_FittedBondDiscountCurve::FittingMethodprivate
curve_FittedBondDiscountCurve::FittingMethodprotected
discount(const Array &x, Time t) constFittedBondDiscountCurve::FittingMethod
discountFunction(const Array &x, Time t) const overrideSimplePolynomialFittingprivatevirtual
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
numberOfIterations() constFittedBondDiscountCurve::FittingMethod
numberOfIterations_FittedBondDiscountCurve::FittingMethodprivate
optimizationMethod() constFittedBondDiscountCurve::FittingMethod
optimizationMethod_FittedBondDiscountCurve::FittingMethodprivate
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)SimplePolynomialFitting
SimplePolynomialFitting(Natural degree, bool constrainAtZero, const Array &weights, const Array &l2, Real minCutoffTime=0.0, Real maxCutoffTime=QL_MAX_REAL)SimplePolynomialFitting
size() const overrideSimplePolynomialFittingprivatevirtual
size_SimplePolynomialFittingprivate
solution() constFittedBondDiscountCurve::FittingMethod
solution_FittedBondDiscountCurve::FittingMethodprotected
weights() constFittedBondDiscountCurve::FittingMethod
weights_FittedBondDiscountCurve::FittingMethodprivate
~FittingMethod()=defaultFittedBondDiscountCurve::FittingMethodvirtual