Allow constraints in FittedBondDiscountCurve::FittingMethod (#1954)

[klin333]

fulfills feature request in #1954

[CLAassistant]

All committers have signed the CLA.

[coveralls]

coverage: 72.67% (+0.02%) from 72.651%
when pulling ce726f4 on klin333:fitting_constraints
into c0fac24 on lballabio:master.

[lballabio]

Thanks! I was just about to ask you to turn your changes into a PR but you were faster :)

A couple of things I would modify:

• you can use Constraint instead of ext::shared_ptr<Constraint>; the class itself is not polymorphic, only the internal Impl is;
• the additional parameter can be also added to the constructors of the existing fitting methods and passed down to the base class constructor.

Are you comfortable making the changes? Otherwise give me a shout and I will add them to your PR.

[klin333]

Thanks Luigi. It'll be really helpful if you can make those changes. I'm not sure if I understand what needs to be done. C++ is not native to me, I'm not comfortable in getting all the const & std::move etc right.

I do agree with your second point. In fact, it was the desire to have constraints on Nelson Siegel that drove this feature request in the first place. Only reason why I didn't add constraint argument to the existing fitting methods was to keep this PR small.

[klin333]

Arh, also a minor fix to the test message required. If it's ok it might be good for you to help fix that too while you are at it, so that I don't pollute the commit log with too many commits.

existing commit: BOOST_TEST_MESSAGE("Testing that fitted bond curves check the guess size when given...");
pls change it to: BOOST_TEST_MESSAGE("Testing that fitted bond curves respect contraints...");

[boring-cyborg]

Congratulations on your first merged pull request!