QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
nonlinearfittingmethods.hpp File Reference

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
 

Detailed Description

nonlinear methods to fit a bond discount function

Definition in file nonlinearfittingmethods.hpp.