constrainedSmoother.hpp File Reference

File contains definition of constrained smoothing bootstrapper. More...

#include <marketData/interestRateCurves/estimators/costFunctions/SmootherCostFunction.hpp>
#include <marketData/interestRateCurves/curveBuildingBlock.hpp>
#include <marketData/interestRateCurves/estimators/irCurveEstimator.hpp>
#include <dates/date.hpp>
#include <dates/tenor.hpp>

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Classes
class	julian::ir::ConstrainedSmoother
	Class implements. More...

Detailed Description

File contains definition of constrained smoothing bootstrapper.