Object to specify fitting options for an IRFunctionCurve
interest-rate
curve object
Superclasses: None
Subclasses: None
The IRFitOptions
object allows you to specify
options relating to the fitting process for an IRFunctionCurve
object.
Input arguments are specified in parameter/value pairs. The IRFitOptions
structure
provides the capability to choose which quantity to be minimized and
other optimization parameters.
Name | Description |
---|---|
FitType |
|
InitialGuess | Initial guess for the parameters of the curve function. |
UpperBound | Upper bound for the parameters of the curve function. |
LowerBound | Lower bound for the parameters of the curve function. |
OptOptions | Optimization structure based on the output from the function |
A | Inequality constraint for parameters, ignored if |
b | Inequality constraint for parameters, ignored if |
OptimFunction | Optimization function used to fit function, either |
There are no methods.