irCurveBuilder.hpp File Reference

File contains interest rate curve builder. More...

#include <marketData/interestRateCurves/flatCurve.hpp>
#include <marketData/interestRateCurves/interpolatedCurve.hpp>
#include <marketData/interestRateCurves/curveBuildingBlock.hpp>
#include <marketData/interestRateCurves/estimators/irCurveEstimator.hpp>
#include <instruments/_all_instruments.hpp>
#include <string>
#include <utils/smartPointer.hpp>

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Classes
class	julian::ir::BuildCurve
	Class implements Builder design pattern that can be used to create interest rate curves. More...

Detailed Description

File contains interest rate curve builder.