QuantLib_SimplePolynomialFitting (3) - Linux Manuals

QuantLib_SimplePolynomialFitting: Simple polynomial fitting method.

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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