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nonlinearfittingmethods.hpp File Reference

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

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

class  QuantLib::CubicBSplinesFitting
 CubicSpline B-splines fitting method. More...
class  QuantLib::ExponentialSplinesFitting
 Exponential-splines fitting method. More...
class  QuantLib::NelsonSiegelFitting
 Nelson-Siegel fitting method. More...
class  QuantLib::SimplePolynomialFitting
 Simple polynomial fitting method. More...
class  QuantLib::SvenssonFitting
 Svensson Fitting method. More...

Namespaces

namespace  QuantLib

Detailed Description

nonlinear methods to fit a bond discount function

Definition in file nonlinearfittingmethods.hpp.


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