Algorithms of interest rate curve estimation. More...

Modules
	Interest Rate Curve Cost Functions
	Cost function for interest rate curve bootstrappers based on optimization technique.

Classes
class	julian::ir::AlgebraicBootstrapper
	Interest rate curve estimating algorithm solving equation system [CFij] * [DFj] = [PRIZEi]. More...

class	julian::ir::ConstrainedSmoother
	Class implements. More...

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

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

class	julian::ir::UnconstrainedSmoother

Detailed Description

Algorithms of interest rate curve estimation.

Modules