nonlinearfittingmethods.hpp File Reference

nonlinear methods to fit a bond discount function More...

Include dependency graph for nonlinearfittingmethods.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...
 

Namespaces

namespace  QuantLib
 

Detailed Description

nonlinear methods to fit a bond discount function