Param Guess


Key Param Guess in
Yield Curve Bnd refers to an 1D-array of parameters associated with the selected parametric fitting method that serve as initial guesses in the iterative process of trying to produce the optimal set of final parameters.
The exact parameter ordering depends on the chosen parametric model and can be read off the method inside the respective object entered in
Curve Fit Method
If absent, QuantLib uses 0 as initial guess.
If absent but a non-trivial entry is given for
Parameter Constraint defined inside Curve Fit Method, then the array is internally reset with values compatible with the given constraint.