ql/termstructures/yield/nonlinearfittingmethods.hpp File Reference


Detailed Description

nonlinear methods to fit a bond discount function

#include <ql/termstructures/yield/fittedbonddiscountcurve.hpp>
#include <ql/math/bspline.hpp>

Include dependency graph for nonlinearfittingmethods.hpp:


Namespaces

namespace  QuantLib

Classes

class  ExponentialSplinesFitting
 Exponential-splines fitting method. More...
class  NelsonSiegelFitting
 Nelson-Siegel fitting method. More...
class  CubicBSplinesFitting
 CubicSpline B-splines fitting method. More...
class  SimplePolynomialFitting
 Simple polynomial fitting method. More...