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nonlinearfittingmethods.hpp
Langue: en
Version: 378331 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/yield/nonlinearfittingmethods.hpp -nonlinear methods to fit a bond discount function
SYNOPSIS
#include <ql/termstructures/yield/fittedbonddiscountcurve.hpp>
#include <ql/math/bspline.hpp>
Classes
class ExponentialSplinesFitting
Exponential-splines fitting method.
class NelsonSiegelFitting
Nelson-Siegel fitting method.
class CubicBSplinesFitting
CubicSpline B-splines fitting method.
class SimplePolynomialFitting
Simple polynomial fitting method.
Detailed Description
nonlinear methods to fit a bond discount function
Author
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