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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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This is the complete list of members for ExponentialSplinesFitting, including all inherited members.
| clone() const override | ExponentialSplinesFitting | virtual |
| constrainAtZero() const | FittedBondDiscountCurve::FittingMethod | |
| constrainAtZero_ | FittedBondDiscountCurve::FittingMethod | protected |
| constraint() const | FittedBondDiscountCurve::FittingMethod | |
| costFunction_ | FittedBondDiscountCurve::FittingMethod | protected |
| curve_ | FittedBondDiscountCurve::FittingMethod | protected |
| discount(const Array &x, Time t) const | FittedBondDiscountCurve::FittingMethod | |
| errorCode() const | FittedBondDiscountCurve::FittingMethod | |
| ExponentialSplinesFitting(bool constrainAtZero=true, const Array &weights=Array(), const ext::shared_ptr< OptimizationMethod > &optimizationMethod={}, const Array &l2=Array(), Real minCutoffTime=0.0, Real maxCutoffTime=QL_MAX_REAL, Size numCoeffs=9, Real fixedKappa=Null< Real >(), Constraint constraint=NoConstraint()) (defined in ExponentialSplinesFitting) | ExponentialSplinesFitting | |
| ExponentialSplinesFitting(bool constrainAtZero, const Array &weights, const Array &l2, Real minCutoffTime=0.0, Real maxCutoffTime=QL_MAX_REAL, Size numCoeffs=9, Real fixedKappa=Null< Real >(), Constraint constraint=NoConstraint()) (defined in ExponentialSplinesFitting) | ExponentialSplinesFitting | |
| ExponentialSplinesFitting(bool constrainAtZero, Size numCoeffs, Real fixedKappa, const Array &weights=Array(), Constraint constraint=NoConstraint()) (defined in ExponentialSplinesFitting) | ExponentialSplinesFitting | |
| 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, Constraint constraint=NoConstraint()) | FittedBondDiscountCurve::FittingMethod | protected |
| guessSolution_ | FittedBondDiscountCurve::FittingMethod | protected |
| init() | FittedBondDiscountCurve::FittingMethod | protectedvirtual |
| l2() const | FittedBondDiscountCurve::FittingMethod | |
| minimumCostValue() const | FittedBondDiscountCurve::FittingMethod | |
| numberOfIterations() const | FittedBondDiscountCurve::FittingMethod | |
| optimizationMethod() const | FittedBondDiscountCurve::FittingMethod | |
| solution() const | FittedBondDiscountCurve::FittingMethod | |
| solution_ | FittedBondDiscountCurve::FittingMethod | protected |
| weights() const | FittedBondDiscountCurve::FittingMethod | |
| ~FittingMethod()=default (defined in FittedBondDiscountCurve::FittingMethod) | FittedBondDiscountCurve::FittingMethod | virtual |