algebraicBootstrapper.hpp File Reference

File contains definition of AlgebraicBootstrapper. More...

#include <marketData/interestRateCurves/estimators/irCurveEstimator.hpp>
#include <armadillo>

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Classes
class	julian::ir::AlgebraicBootstrapper
	Interest rate curve estimating algorithm solving equation system [CFij] * [DFj] = [PRIZEi]. More...

Detailed Description

File contains definition of AlgebraicBootstrapper.