Corresponds to the SpreadFittingMethod method in QuantLib.
Fits a spread curve on top of a discount function according to given parametric method.
The resulting discount factor P(T) for maturity T is calculated as follows:
P(T) = ƒ(α,T)D(T)/D(T0) ]
where ƒ(α,T) is the discount factor as calculated by the referenced fitting method and D(T) is the discount factor emerged from the given discount curve.
T0 is the reference date used in the construction of the fitted curve.
The denominator D(T0) will be other than 1 only if it T0 differs from the reference date of the discount curve.
The parameter ordering is that of the referenced parametric method.