Exemple #1
0
        public SpreadFittingMethod(FittedBondDiscountCurve.FittingMethod method, Handle <YieldTermStructure> discountCurve)
            : base(method != null ? method.constrainAtZero() : true,
                   method != null ? method.weights() : null,
                   method != null ? method.optimizationMethod() : null)
        {
            method_           = method;
            discountingCurve_ = discountCurve;

            Utils.QL_REQUIRE(method != null, () => "Fitting method is empty");
            Utils.QL_REQUIRE(!discountingCurve_.empty(), () => "Discounting curve cannot be empty");
        }
Exemple #2
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 public FittingCost(FittedBondDiscountCurve.FittingMethod fittingMethod)
 {
     fittingMethod_ = fittingMethod;
 }