SimplePolynomialFitting (3) Linux Manual Page
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.