irCurveEstimator.hpp File Reference

File contains interface of algorithms that performs interest rate curve estimations. More...

#include <marketData/interestRateCurves/irCurve.hpp>
#include <marketData/interestRateCurves/curveBuildingBlock.hpp>
#include <marketData/interestRateCurves/curveSettings.hpp>

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Classes
class	julian::ir::Estimator
	Class defines the interface of algorithms that perform estimation of interest rate curve (see InterpolatedCurve) More...

Detailed Description

File contains interface of algorithms that performs interest rate curve estimations.