nonlinearfittingmethods.hpp

Langue: en

Autres versions - même langue

Version: 378331 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/yield/nonlinearfittingmethods.hpp -

nonlinear methods to fit a bond discount function

SYNOPSIS


#include <ql/termstructures/yield/fittedbonddiscountcurve.hpp>
#include <ql/math/bspline.hpp>

Classes


class ExponentialSplinesFitting
Exponential-splines fitting method.
class NelsonSiegelFitting
Nelson-Siegel fitting method.
class CubicBSplinesFitting
CubicSpline B-splines fitting method.
class SimplePolynomialFitting
Simple polynomial fitting method.

Detailed Description

nonlinear methods to fit a bond discount function

Author

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