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QuantLib_SimplePolynomialFitting
Langue: en
Version: 373456 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::SimplePolynomialFitting -Simple polynomial fitting method.
SYNOPSIS
#include <ql/termstructures/yield/nonlinearfittingmethods.hpp>
Inherits QuantLib::FittedBondDiscountCurve::FittingMethod.
Public Member Functions
SimplePolynomialFitting (Natural degree, bool constrainAtZero=true)
std::auto_ptr< FittedBondDiscountCurve::FittingMethod > clone () const
clone of the current object
Detailed Description
Simple polynomial fitting method.
Examples:
FittedBondCurve.cpp.
Author
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Contenus ©2006-2024 Benjamin Poulain
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