FittedBondDiscountCurve: No constraint can be set

[CayOest]

Hello,

the FittedBondDiscountCurve function calculate() admits that it does not care about constraints:
Constraint constraint = NoConstraint(); in L188.
This constraint = NoConstraint policy is manifested in L219:
Problem problem(costFunction, constraint, x);

However, there is merit in adding constraints to this problem.

I would like to add constraints to the Curve without being forced to do some kind of (pseudo) decorator on FittingBondDiscountCurve::FittingMethod.

This can be easily achieved by adding a Constraint member to FittingBondDiscountCurve::FittingMethod, and making sure that it is of type NoConstraint by default, and it to be settable.

[lballabio]

Sure, go ahead. Thanks!

[CayOest]

Thanks!

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