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 >(), const Array &l2=Array())
SimplePolynomialFitting (Natural degree, bool constrainAtZero, const Array &weights, const Array &l2)
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

The man page SimplePolynomialFitting(3) is an alias of QuantLib_SimplePolynomialFitting(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib