Use quoteError in FittedBondDiscountCurve (#2401)

lballabio · web-flow · commit 99c56ceb4b6c · 2025-12-12T14:33:27.000+01:00
diff --git a/ql/termstructures/yield/fittedbonddiscountcurve.cpp b/ql/termstructures/yield/fittedbonddiscountcurve.cpp
@@ -322,8 +322,7 @@ namespace QuantLib {
         Array values(n + N);
         for (Size i=0; i<n; ++i) {
             ext::shared_ptr<BondHelper> helper = fittingMethod_->curve_->bondHelpers_[i];
-            Real error = helper->impliedQuote() - helper->quote()->value();
-            Real weightedError = fittingMethod_->weights_[i] * error;
+            Real weightedError = fittingMethod_->weights_[i] * helper->quoteError();
             values[i] = weightedError * weightedError;
         }
 

Original file line number	Diff line number	Diff line change
`@@ -322,8 +322,7 @@ namespace QuantLib {`
`322`	`322`	`Array values(n + N);`
`323`	`323`	`for (Size i=0; i<n; ++i) {`
`324`	`324`	`ext::shared_ptr<BondHelper> helper = fittingMethod_->curve_->bondHelpers_[i];`
`325`		`- Real error = helper->impliedQuote() - helper->quote()->value();`
`326`		`- Real weightedError = fittingMethod_->weights_[i] * error;`
	`325`	`+ Real weightedError = fittingMethod_->weights_[i] * helper->quoteError();`
`327`	`326`	`values[i] = weightedError * weightedError;`
`328`	`327`	`}`
`329`	`328`