QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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nonlinear methods to fit a bond discount function More...
#include <ql/termstructures/yield/fittedbonddiscountcurve.hpp>
#include <ql/math/bspline.hpp>
#include <ql/shared_ptr.hpp>
Go to the source code of this file.
Classes | |
class | ExponentialSplinesFitting |
Exponential-splines fitting method. More... | |
class | NelsonSiegelFitting |
Nelson-Siegel fitting method. More... | |
class | SvenssonFitting |
Svensson Fitting method. More... | |
class | CubicBSplinesFitting |
CubicSpline B-splines fitting method. More... | |
class | SimplePolynomialFitting |
Simple polynomial fitting method. More... | |
class | SpreadFittingMethod |
Spread fitting method helper. More... | |
Namespaces | |
namespace | QuantLib |
nonlinear methods to fit a bond discount function
Definition in file nonlinearfittingmethods.hpp.