nonlinearfittingmethods (3) - Linux Man Pages

nonlinearfittingmethods: nonlinear methods to fit a bond discount function

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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