nonlinearfittingmethods.hpp File Reference

nonlinear methods to fit a bond discount function More...

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

Go to the source code of this file.

Classes
class	ExponentialSplinesFitting
	Exponential-splines fitting method. More...
class	NelsonSiegelFitting
	Nelson-Siegel fitting method. More...
class	SvenssonFitting
	Svensson Fitting method. More...
class	CubicBSplinesFitting
	CubicSpline B-splines fitting method. More...
class	SimplePolynomialFitting
	Simple polynomial fitting method. More...
class	SpreadFittingMethod
	Spread fitting method helper. More...

Namespaces
namespace	QuantLib

Detailed Description

nonlinear methods to fit a bond discount function

Definition in file nonlinearfittingmethods.hpp.