A free/open-source library for quantitative finance
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QuantLib
NelsonSiegelFitting
NelsonSiegelFitting Member List
This is the complete list of members for
NelsonSiegelFitting
, including all inherited members.
clone
() const
NelsonSiegelFitting
virtual
constrainAtZero
() const
FittedBondDiscountCurve::FittingMethod
constrainAtZero_
FittedBondDiscountCurve::FittingMethod
protected
costFunction_
FittedBondDiscountCurve::FittingMethod
protected
curve_
FittedBondDiscountCurve::FittingMethod
protected
discount
(const Array &x, Time t) const
FittedBondDiscountCurve::FittingMethod
FittingMethod
(bool constrainAtZero=true, const Array &weights=Array(), boost::shared_ptr< OptimizationMethod > optimizationMethod=boost::shared_ptr< OptimizationMethod >())
FittedBondDiscountCurve::FittingMethod
protected
guessSolution_
FittedBondDiscountCurve::FittingMethod
protected
init
()
FittedBondDiscountCurve::FittingMethod
protected
virtual
minimumCostValue
() const
FittedBondDiscountCurve::FittingMethod
NelsonSiegelFitting
(const Array &weights=Array(), boost::shared_ptr< OptimizationMethod > optimizationMethod=boost::shared_ptr< OptimizationMethod >()) (defined in
NelsonSiegelFitting
)
NelsonSiegelFitting
numberOfIterations
() const
FittedBondDiscountCurve::FittingMethod
optimizationMethod
() const
FittedBondDiscountCurve::FittingMethod
solution
() const
FittedBondDiscountCurve::FittingMethod
solution_
FittedBondDiscountCurve::FittingMethod
protected
weights
() const
FittedBondDiscountCurve::FittingMethod
~FittingMethod
() (defined in
FittedBondDiscountCurve::FittingMethod
)
FittedBondDiscountCurve::FittingMethod
virtual
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