Uses of Class
com.github.vonrosen.quantlib.FittingMethod

Uses of FittingMethod in com.github.vonrosen.quantlib

Subclasses of FittingMethod in com.github.vonrosen.quantlib

Modifier and Type	Class and Description
class	CubicBSplinesFitting
class	ExponentialSplinesFitting
class	NelsonSiegelFitting
class	SimplePolynomialFitting
class	SvenssonFitting

Methods in com.github.vonrosen.quantlib that return FittingMethod

Modifier and Type	Method and Description
FittingMethod	FittedBondDiscountCurve.fitResults()

Methods in com.github.vonrosen.quantlib with parameters of type FittingMethod

Modifier and Type	Method and Description
static long	QuantLibJNI.FittingMethod_solution(long jarg1, FittingMethod jarg1_)
protected static long	FittingMethod.getCPtr(FittingMethod obj)
static long	QuantLibJNI.new_FittedBondDiscountCurve__SWIG_0(long jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, FittingMethod jarg5_, double jarg6, long jarg7, long jarg8, Array jarg8_, double jarg9)
static long	QuantLibJNI.new_FittedBondDiscountCurve__SWIG_1(long jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, FittingMethod jarg5_, double jarg6, long jarg7, long jarg8, Array jarg8_)
static long	QuantLibJNI.new_FittedBondDiscountCurve__SWIG_2(long jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, FittingMethod jarg5_, double jarg6, long jarg7)
static long	QuantLibJNI.new_FittedBondDiscountCurve__SWIG_3(long jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, FittingMethod jarg5_, double jarg6)
static long	QuantLibJNI.new_FittedBondDiscountCurve__SWIG_4(long jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, FittingMethod jarg5_)
static long	QuantLibJNI.new_FittedBondDiscountCurve__SWIG_5(long jarg1, Date jarg1_, long jarg2, RateHelperVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, FittingMethod jarg4_, double jarg5, long jarg6, long jarg7, Array jarg7_, double jarg8)
static long	QuantLibJNI.new_FittedBondDiscountCurve__SWIG_6(long jarg1, Date jarg1_, long jarg2, RateHelperVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, FittingMethod jarg4_, double jarg5, long jarg6, long jarg7, Array jarg7_)
static long	QuantLibJNI.new_FittedBondDiscountCurve__SWIG_7(long jarg1, Date jarg1_, long jarg2, RateHelperVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, FittingMethod jarg4_, double jarg5, long jarg6)
static long	QuantLibJNI.new_FittedBondDiscountCurve__SWIG_8(long jarg1, Date jarg1_, long jarg2, RateHelperVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, FittingMethod jarg4_, double jarg5)
static long	QuantLibJNI.new_FittedBondDiscountCurve__SWIG_9(long jarg1, Date jarg1_, long jarg2, RateHelperVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, FittingMethod jarg4_)

Constructors in com.github.vonrosen.quantlib with parameters of type FittingMethod

Constructor and Description
FittedBondDiscountCurve(Date referenceDate, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod)
FittedBondDiscountCurve(Date referenceDate, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy)
FittedBondDiscountCurve(Date referenceDate, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations)
FittedBondDiscountCurve(Date referenceDate, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess)
FittedBondDiscountCurve(Date referenceDate, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess, double simplexLambda)
FittedBondDiscountCurve(long settlementDays, Calendar calendar, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod)
FittedBondDiscountCurve(long settlementDays, Calendar calendar, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy)
FittedBondDiscountCurve(long settlementDays, Calendar calendar, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations)
FittedBondDiscountCurve(long settlementDays, Calendar calendar, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess)
FittedBondDiscountCurve(long settlementDays, Calendar calendar, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess, double simplexLambda)