- QuantLib
- SimplePolynomialFitting
Simple polynomial fitting method. More...
#include <ql/termstructures/yield/nonlinearfittingmethods.hpp>
Public Member Functions | |
SimplePolynomialFitting (Natural degree, bool constrainAtZero=true) | |
std::auto_ptr < FittedBondDiscountCurve::FittingMethod > | clone () const |
clone of the current object |
Simple polynomial fitting method.