CubicBSplinesFitting Member List

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

basisFunction(Integer i, Time t) const	CubicBSplinesFitting
calculate()	FittedBondDiscountCurve::FittingMethod	private
calculateWeights_	FittedBondDiscountCurve::FittingMethod	private
clone() const override	CubicBSplinesFitting	virtual
constrainAtZero() const	FittedBondDiscountCurve::FittingMethod
constrainAtZero_	FittedBondDiscountCurve::FittingMethod	protected
constraint() const	FittedBondDiscountCurve::FittingMethod
constraint_	FittedBondDiscountCurve::FittingMethod	private
costFunction_	FittedBondDiscountCurve::FittingMethod	protected
costValue_	FittedBondDiscountCurve::FittingMethod	private
CubicBSplinesFitting(const std::vector< Time > &knotVector, 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, Constraint constraint=NoConstraint())	CubicBSplinesFitting
CubicBSplinesFitting(const std::vector< Time > &knotVector, bool constrainAtZero, const Array &weights, const Array &l2, Real minCutoffTime=0.0, Real maxCutoffTime=QL_MAX_REAL, Constraint constraint=NoConstraint())	CubicBSplinesFitting
curve_	FittedBondDiscountCurve::FittingMethod	protected
discount(const Array &x, Time t) const	FittedBondDiscountCurve::FittingMethod
discountFunction(const Array &x, Time t) const override	CubicBSplinesFitting	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, Constraint constraint=NoConstraint())	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
N_	CubicBSplinesFitting	private
numberOfIterations() const	FittedBondDiscountCurve::FittingMethod
numberOfIterations_	FittedBondDiscountCurve::FittingMethod	private
optimizationMethod() const	FittedBondDiscountCurve::FittingMethod
optimizationMethod_	FittedBondDiscountCurve::FittingMethod	private
size() const override	CubicBSplinesFitting	privatevirtual
size_	CubicBSplinesFitting	private
solution() const	FittedBondDiscountCurve::FittingMethod
solution_	FittedBondDiscountCurve::FittingMethod	protected
splines_	CubicBSplinesFitting	private
weights() const	FittedBondDiscountCurve::FittingMethod
weights_	FittedBondDiscountCurve::FittingMethod	private
~FittingMethod()=default	FittedBondDiscountCurve::FittingMethod	virtual