QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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SpreadFittingMethod Member List

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

calculate()FittedBondDiscountCurve::FittingMethodprivate
calculateWeights_FittedBondDiscountCurve::FittingMethodprivate
clone() const overrideSpreadFittingMethodvirtual
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 overrideSpreadFittingMethodprivatevirtual
discountingCurve_SpreadFittingMethodprivate
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() overrideSpreadFittingMethodprotectedvirtual
l2() constFittedBondDiscountCurve::FittingMethod
l2_FittedBondDiscountCurve::FittingMethodprivate
maxCutoffTime_FittedBondDiscountCurve::FittingMethodprivate
method_SpreadFittingMethodprivate
minCutoffTime_FittedBondDiscountCurve::FittingMethodprivate
minimumCostValue() constFittedBondDiscountCurve::FittingMethod
numberOfIterations() constFittedBondDiscountCurve::FittingMethod
numberOfIterations_FittedBondDiscountCurve::FittingMethodprivate
optimizationMethod() constFittedBondDiscountCurve::FittingMethod
optimizationMethod_FittedBondDiscountCurve::FittingMethodprivate
rebase_SpreadFittingMethodprivate
size() const overrideSpreadFittingMethodprivatevirtual
solution() constFittedBondDiscountCurve::FittingMethod
solution_FittedBondDiscountCurve::FittingMethodprotected
SpreadFittingMethod(const ext::shared_ptr< FittingMethod > &method, Handle< YieldTermStructure > discountCurve, Real minCutoffTime=0.0, Real maxCutoffTime=QL_MAX_REAL)SpreadFittingMethod
weights() constFittedBondDiscountCurve::FittingMethod
weights_FittedBondDiscountCurve::FittingMethodprivate
~FittingMethod()=defaultFittedBondDiscountCurve::FittingMethodvirtual