SmootherCostFunction.hpp File Reference

File contains interface of cost function used by interest rate curve smoothers. More...

#include <marketData/interestRateCurves/interpolatedCurve.hpp>
#include <armadillo>

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Classes
class	julian::ir::SmootherCostFunction
	Interface for Smoother Cost Function decorator. More...

Detailed Description

File contains interface of cost function used by interest rate curve smoothers.