Cost function for interest rate curve bootstrappers based on optimization technique. More...

Classes
class	julian::ir::CostFunctionDecorator
	Interface for classes decorating SmootherCostFunction. More...

class	julian::ir::FirstDerivativeCostFunction
	Implements the first order derivative term of cost function. More...

class	julian::ir::SecondDerivativeCostFunction
	Implements the second order derivative term of cost function. More...

class	julian::ir::SmootherCostFunction
	Interface for Smoother Cost Function decorator. More...

class	julian::ir::SmoothForwardRates
	Class implements concrete component of SmootherCostFunction. More...

class	julian::ir::SmoothZeroCouponRates
	Class implements concrete component of SmootherCostFunction. More...

Detailed Description

Cost function for interest rate curve bootstrappers based on optimization technique.

For example implementation of Decorator Pattern see Decorator .

Classes