This is the complete list of members for CubicBSplinesFitting, including all inherited members.
basisFunction(Integer i, Time t) const | CubicBSplinesFitting | |
clone() const | CubicBSplinesFitting | virtual |
constrainAtZero() const | FittedBondDiscountCurve::FittingMethod | |
constrainAtZero_ | FittedBondDiscountCurve::FittingMethod | protected |
costFunction_ | FittedBondDiscountCurve::FittingMethod | protected |
CubicBSplinesFitting(const std::vector< Time > &knotVector, 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) (defined in CubicBSplinesFitting) | CubicBSplinesFitting | |
CubicBSplinesFitting(const std::vector< Time > &knotVector, bool constrainAtZero, const Array &weights, const Array &l2, Real minCutoffTime=0.0, Real maxCutoffTime=QL_MAX_REAL) (defined in CubicBSplinesFitting) | CubicBSplinesFitting | |
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() | FittedBondDiscountCurve::FittingMethod | protectedvirtual |
l2() const | FittedBondDiscountCurve::FittingMethod | |
minimumCostValue() const | FittedBondDiscountCurve::FittingMethod | |
numberOfIterations() const | FittedBondDiscountCurve::FittingMethod | |
optimizationMethod() const | FittedBondDiscountCurve::FittingMethod | |
solution() const | FittedBondDiscountCurve::FittingMethod | |
solution_ | FittedBondDiscountCurve::FittingMethod | protected |
weights() const | FittedBondDiscountCurve::FittingMethod | |
~FittingMethod() (defined in FittedBondDiscountCurve::FittingMethod) | FittedBondDiscountCurve::FittingMethod | virtual |