rootFindingBootstrapper.hpp File Reference

File contains definition of RootFindingBootstrapper. More...

#include <marketData/interestRateCurves/estimators/irCurveEstimator.hpp>
#include <marketData/interestRateCurves/interpolatedCurve.hpp>
#include <mathematics/numericalAlgorithms/derivativeRootFinder.hpp>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_roots.h>

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Classes
class	julian::ir::RootFindingBootstrapper
	Interest rate curve estimating algorithm using the derivative root finder. More...

Detailed Description

File contains definition of RootFindingBootstrapper.