FirstDerivativeCostFunction.hpp File Reference

File contains implementation of FirstDerivativeCostFunction. More...

#include <marketData/interestRateCurves/estimators/costFunctions/CostFunctionDecorator.hpp>
#include <marketData/interestRateCurves/interpolatedCurve.hpp>
#include <armadillo>

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Classes
class	julian::ir::FirstDerivativeCostFunction
	Implements the first order derivative term of cost function. More...

Detailed Description

File contains implementation of FirstDerivativeCostFunction.