NelsonSiegelFitting Member List

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

calculate()	FittedBondDiscountCurve::FittingMethod	private
calculateWeights_	FittedBondDiscountCurve::FittingMethod	private
clone() const override	NelsonSiegelFitting	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	NelsonSiegelFitting	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
NelsonSiegelFitting(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)	NelsonSiegelFitting
NelsonSiegelFitting(const Array &weights, const Array &l2, Real minCutoffTime=0.0, Real maxCutoffTime=QL_MAX_REAL)	NelsonSiegelFitting
numberOfIterations() const	FittedBondDiscountCurve::FittingMethod
numberOfIterations_	FittedBondDiscountCurve::FittingMethod	private
optimizationMethod() const	FittedBondDiscountCurve::FittingMethod
optimizationMethod_	FittedBondDiscountCurve::FittingMethod	private
size() const override	NelsonSiegelFitting	privatevirtual
solution() const	FittedBondDiscountCurve::FittingMethod
solution_	FittedBondDiscountCurve::FittingMethod	protected
weights() const	FittedBondDiscountCurve::FittingMethod
weights_	FittedBondDiscountCurve::FittingMethod	private
~FittingMethod()=default	FittedBondDiscountCurve::FittingMethod	virtual