unconstrainedSmoother.hpp File Reference

Implementation of UnconstrainedSmoother. More...

#include <marketData/interestRateCurves/interpolatedCurve.hpp>
#include <marketData/interestRateCurves/curveBuildingBlock.hpp>
#include <marketData/interestRateCurves/curveSettings.hpp>
#include <marketData/interestRateCurves/estimators/costFunctions/SmootherCostFunction.hpp>
#include <marketData/InterestRateCurves/estimators/irCurveEstimator.hpp>
#include <gsl/gsl_multifit_nlin.h>

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Classes
class	julian::ir::UnconstrainedSmoother

Detailed Description

Implementation of UnconstrainedSmoother.