SmoothZeroCouponRates.hpp File Reference

File contains implementation of component of SmootherCostFunction decorator. More...

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

Go to the source code of this file.

Classes
class	julian::ir::SmoothZeroCouponRates
	Class implements concrete component of SmootherCostFunction. More...

Detailed Description

File contains implementation of component of SmootherCostFunction decorator.