# QuantLib_CubicBSplinesFitting man page

CubicBSplinesFitting — CubicSpline B-splines fitting method.

## Synopsis

`#include <ql/termstructures/yield/nonlinearfittingmethods.hpp>`

Inherits **FittedBondDiscountCurve::FittingMethod**.

### Public Member Functions

**CubicBSplinesFitting** (const std::vector< **Time** > &knotVector, bool **constrainAtZero**=true, const **Array** &**weights**=**Array**(), boost::shared_ptr< **OptimizationMethod** > **optimizationMethod**=boost::shared_ptr< **OptimizationMethod** >())**Real basisFunction** (**Integer** i, **Time** t) const

cubic B-spline basis functions

std::auto_ptr< **FittedBondDiscountCurve::FittingMethod** > **clone** () const

clone of the current object

### Additional Inherited Members

## Detailed Description

CubicSpline B-splines fitting method.

Fits a discount function to a set of cubic B-splines $ N_{i,3}(t) $, i.e., [ d(t) = sum_{i=0}^{n} c_i * N_{i,3}(t) ]

See: McCulloch, J. 1971, 'Measuring the Term Structure of Interest Rates.' Journal of Business, 44: 19-31

McCulloch, J. 1975, 'The tax adjusted yield curve.' Journal of Finance, XXX811-30

**Warning**

"The results are extremely sensitive to the number and location of the knot points, and there is no optimal way of selecting them.' James, J. and

N. Webber, 'Interest Rate Modelling" John Wiley, 2000, pp. 440.

**Examples:** **FittedBondCurve.cpp**.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

basisFunction(3) and CubicBSplinesFitting(3) are aliases of QuantLib_CubicBSplinesFitting(3).