_all_irCurveEstimator.hpp
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1 #ifndef JULIAN_ALL_IRCURVEESTIMATOR_HPP
2 #define JULIAN_ALL_IRCURVEESTIMATOR_HPP
3 
13 #include <marketData/interestRateCurves/estimators/irCurveEstimator.hpp>
14 
15 #include <marketData/interestRateCurves/estimators/algebraicBootstrapper.hpp>
16 #include <marketData/interestRateCurves/estimators/rootFindingBootstrapper.hpp>
17 #include <marketData/interestRateCurves/estimators/constrainedSmoother.hpp>
18 #include <marketData/interestRateCurves/estimators/unconstrainedSmoother.hpp>
19 
20 #include <marketData/interestRateCurves/estimators/costFunctions/_all_costIrFunctions.hpp>
21 
22 #endif
constrainedSmoother.hpp
File contains definition of constrained smoothing bootstrapper.
unconstrainedSmoother.hpp
Implementation of UnconstrainedSmoother.
irCurveEstimator.hpp
File contains interface of algorithms that performs interest rate curve estimations.
_all_costIrFunctions.hpp
Classes implementing cost function for interest rate curve estimators.
algebraicBootstrapper.hpp
File contains definition of AlgebraicBootstrapper.
rootFindingBootstrapper.hpp
File contains definition of RootFindingBootstrapper.
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