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"); }
public FittingCost(FittedBondDiscountCurve.FittingMethod fittingMethod) { fittingMethod_ = fittingMethod; }