QuantLib_SimplePolynomialFitting man page

SimplePolynomialFitting — Simple polynomial fitting method.


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

Inherits FittedBondDiscountCurve::FittingMethod.

Public Member Functions

SimplePolynomialFitting (Natural degree, bool constrainAtZero=true, const Array &weights=Array(), boost::shared_ptr< OptimizationMethod > optimizationMethod=boost::shared_ptr< OptimizationMethod >())

std::auto_ptr< FittedBondDiscountCurve::FittingMethod > clone () const
clone of the current object

Additional Inherited Members

Detailed Description

Simple polynomial fitting method.

Examples: FittedBondCurve.cpp.


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Referenced By

SimplePolynomialFitting(3) is an alias of QuantLib_SimplePolynomialFitting(3).

QuantLib Version 1.8.1 Fri Sep 23 2016