SpreadFittingMethod Member List

This is the complete list of members for SpreadFittingMethod, including all inherited members.

clone() const | SpreadFittingMethod | virtual
constrainAtZero() const | FittedBondDiscountCurve::FittingMethod |
constrainAtZero_ | FittedBondDiscountCurve::FittingMethod | protected
costFunction_ | FittedBondDiscountCurve::FittingMethod | protected
curve_ | FittedBondDiscountCurve::FittingMethod | protected
discount(const Array &x, Time t) const | FittedBondDiscountCurve::FittingMethod |
FittingMethod(bool constrainAtZero=true, const Array &weights=Array(), const ext::shared_ptr< OptimizationMethod > &optimizationMethod=ext::shared_ptr< OptimizationMethod >(), const Array &l2=Array(), Real minCutoffTime=0.0, Real maxCutoffTime=QL_MAX_REAL) | FittedBondDiscountCurve::FittingMethod | protected
guessSolution_ | FittedBondDiscountCurve::FittingMethod | protected
init() | SpreadFittingMethod | protected virtual
l2() const | FittedBondDiscountCurve::FittingMethod |
minimumCostValue() const | FittedBondDiscountCurve::FittingMethod |
numberOfIterations() const | FittedBondDiscountCurve::FittingMethod |
optimizationMethod() const | FittedBondDiscountCurve::FittingMethod |
solution() const | FittedBondDiscountCurve::FittingMethod |
solution_ | FittedBondDiscountCurve::FittingMethod | protected
SpreadFittingMethod(const ext::shared_ptr< FittingMethod > &method, const Handle< YieldTermStructure > &discountCurve, Real minCutoffTime=0.0, Real maxCutoffTime=QL_MAX_REAL) (defined in SpreadFittingMethod) | SpreadFittingMethod |
weights() const | FittedBondDiscountCurve::FittingMethod |
~FittingMethod() (defined in FittedBondDiscountCurve::FittingMethod) | FittedBondDiscountCurve::FittingMethod | virtual