SecondDerivativeCostFunction.hpp File Reference
File contains implementation of SecondDerivativeCostFunction. More...
#include <marketData/interestRateCurves/estimators/costFunctions/CostFunctionDecorator.hpp>
#include <marketData/interestRateCurves/interpolatedCurve.hpp>
#include <armadillo>
Go to the source code of this file.
Classes | |
class | julian::ir::SecondDerivativeCostFunction |
Implements the second order derivative term of cost function. More... | |
Detailed Description
File contains implementation of SecondDerivativeCostFunction.