QuantLib_SimplePolynomialFitting

Langue: en

Autres versions - même langue

Version: 373456 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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