Uses of Record Class
com.quantfinlib.rates.Svensson.Fit

Packages that use Svensson.Fit

Package	Description
com.quantfinlib.rates	Fixed income: curves, bonds, swaps, day counts and calendars, with market conventions.

Uses of Svensson.Fit in com.quantfinlib.rates

Methods in com.quantfinlib.rates that return Svensson.Fit

Modifier and Type	Method	Description
static Svensson.Fit	Svensson.fit(double[] tenorYears, double[] zeroRates)	Fits by 2-D log-spaced lambda grid (0.1y-10y, 50 nodes per axis, lambda2 > lambda1 only) + exact 4-regressor OLS per node.