nonlinear methods to fit a bond discount function More...
#include <ql/termstructures/yield/fittedbonddiscountcurve.hpp>#include <ql/math/bspline.hpp>
Classes | |
| class | ExponentialSplinesFitting |
| Exponential-splines fitting method. More... | |
| class | NelsonSiegelFitting |
| Nelson-Siegel fitting method. More... | |
| class | SvenssonFitting |
| Svensson Fitting method. More... | |
| class | CubicBSplinesFitting |
| CubicSpline B-splines fitting method. More... | |
| class | SimplePolynomialFitting |
| Simple polynomial fitting method. More... | |
nonlinear methods to fit a bond discount function