calculate() | FittedBondDiscountCurve::FittingMethod | private |
calculateWeights_ | FittedBondDiscountCurve::FittingMethod | private |
clone() const override | SimplePolynomialFitting | virtual |
constrainAtZero() const | FittedBondDiscountCurve::FittingMethod | |
constrainAtZero_ | FittedBondDiscountCurve::FittingMethod | protected |
costFunction_ | FittedBondDiscountCurve::FittingMethod | protected |
costValue_ | FittedBondDiscountCurve::FittingMethod | private |
curve_ | FittedBondDiscountCurve::FittingMethod | protected |
discount(const Array &x, Time t) const | FittedBondDiscountCurve::FittingMethod | |
discountFunction(const Array &x, Time t) const override | SimplePolynomialFitting | privatevirtual |
errorCode() const | FittedBondDiscountCurve::FittingMethod | |
errorCode_ | FittedBondDiscountCurve::FittingMethod | private |
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::FittingMethod | protected |
guessSolution_ | FittedBondDiscountCurve::FittingMethod | protected |
init() | FittedBondDiscountCurve::FittingMethod | protectedvirtual |
l2() const | FittedBondDiscountCurve::FittingMethod | |
l2_ | FittedBondDiscountCurve::FittingMethod | private |
maxCutoffTime_ | FittedBondDiscountCurve::FittingMethod | private |
minCutoffTime_ | FittedBondDiscountCurve::FittingMethod | private |
minimumCostValue() const | FittedBondDiscountCurve::FittingMethod | |
numberOfIterations() const | FittedBondDiscountCurve::FittingMethod | |
numberOfIterations_ | FittedBondDiscountCurve::FittingMethod | private |
optimizationMethod() const | FittedBondDiscountCurve::FittingMethod | |
optimizationMethod_ | FittedBondDiscountCurve::FittingMethod | private |
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 override | SimplePolynomialFitting | privatevirtual |
size_ | SimplePolynomialFitting | private |
solution() const | FittedBondDiscountCurve::FittingMethod | |
solution_ | FittedBondDiscountCurve::FittingMethod | protected |
weights() const | FittedBondDiscountCurve::FittingMethod | |
weights_ | FittedBondDiscountCurve::FittingMethod | private |
~FittingMethod()=default | FittedBondDiscountCurve::FittingMethod | virtual |