Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class ExponentialSplinesFitting

java.lang.Object

org.quantlib.FittingMethod

org.quantlib.ExponentialSplinesFitting

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class ExponentialSplinesFitting
extends FittingMethod
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
	ExponentialSplinesFitting()
	ExponentialSplinesFitting(boolean constrainAtZero)
	ExponentialSplinesFitting(boolean constrainAtZero, Array weights)
	ExponentialSplinesFitting(boolean constrainAtZero, Array weights, Array l2)
	ExponentialSplinesFitting(boolean constrainAtZero, Array weights, Array l2, double minCutoffTime)
	ExponentialSplinesFitting(boolean constrainAtZero, Array weights, Array l2, double minCutoffTime, double maxCutoffTime)
	ExponentialSplinesFitting(boolean constrainAtZero, Array weights, Array l2, double minCutoffTime, double maxCutoffTime, long numCoeffs)
	ExponentialSplinesFitting(boolean constrainAtZero, Array weights, Array l2, double minCutoffTime, double maxCutoffTime, long numCoeffs, double fixedKappa)
protected	ExponentialSplinesFitting(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(ExponentialSplinesFitting obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.FittingMethod

constrainAtZero, getCPtr, minimumCostValue, numberOfIterations, size, solution, weights

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

close

Constructor Detail

ExponentialSplinesFitting

protected ExponentialSplinesFitting(long cPtr,
                                    boolean cMemoryOwn)

ExponentialSplinesFitting

public ExponentialSplinesFitting(boolean constrainAtZero,
                                 Array weights,
                                 Array l2,
                                 double minCutoffTime,
                                 double maxCutoffTime,
                                 long numCoeffs,
                                 double fixedKappa)

ExponentialSplinesFitting

public ExponentialSplinesFitting(boolean constrainAtZero,
                                 Array weights,
                                 Array l2,
                                 double minCutoffTime,
                                 double maxCutoffTime,
                                 long numCoeffs)

ExponentialSplinesFitting

public ExponentialSplinesFitting(boolean constrainAtZero,
                                 Array weights,
                                 Array l2,
                                 double minCutoffTime,
                                 double maxCutoffTime)

ExponentialSplinesFitting

public ExponentialSplinesFitting(boolean constrainAtZero,
                                 Array weights,
                                 Array l2,
                                 double minCutoffTime)

ExponentialSplinesFitting

public ExponentialSplinesFitting(boolean constrainAtZero,
                                 Array weights,
                                 Array l2)

ExponentialSplinesFitting

public ExponentialSplinesFitting(boolean constrainAtZero,
                                 Array weights)

ExponentialSplinesFitting

public ExponentialSplinesFitting(boolean constrainAtZero)

ExponentialSplinesFitting

public ExponentialSplinesFitting()

Method Detail

getCPtr

protected static long getCPtr(ExponentialSplinesFitting obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class FittingMethod

finalize

protected void finalize()

Overrides:

finalize in class FittingMethod

delete

public void delete()

Specified by:

delete in interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Overrides:

delete in class FittingMethod