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…ixed When fixedKappa is specified, the parameter array x only contains the spline coefficients and not kappa. In discountFunction(), size() returns the number of parameters in x, so looping up to N - 1 was dropping the last coefficient. Fixes lballabio#3046.
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Fixes #3046.
Summary of Changes
When$\kappa$ at the end.
fixedKappais specified inExponentialSplinesFitting, the parameter arrayxcontains only the spline coefficients and does not includeIn
ExponentialSplinesFitting::discountFunction(),size()returns the number of optimization parameters inx. Stopping the loop atN - 1inadvertently dropped the last coefficient in both the unconstrained and constrained cases.Ncoefficients indiscountFunction()whenfixedKappais set.testExponentialSplinesFixedKappaintest-suite/fittedbonddiscountcurve.cppcovering constrained and unconstrained variants and verifying sensitivity to the last coefficient.