QuantLib_SpreadFittingMethod man page

SpreadFittingMethod — Spread fitting method helper.  


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

Inherits FittedBondDiscountCurve::FittingMethod.

Public Member Functions

SpreadFittingMethod (boost::shared_ptr< FittingMethod > method, Handle< YieldTermStructure > discountCurve)
std::auto_ptr< FittedBondDiscountCurve::FittingMethod > clone () const
clone of the current object

Protected Member Functions

void init ()
rerun every time instruments/referenceDate changes

Additional Inherited Members

Detailed Description

Spread fitting method helper.

Examples: FittedBondCurve.cpp.


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Referenced By

The man page SpreadFittingMethod(3) is an alias of QuantLib_SpreadFittingMethod(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib