estimators Directory Reference
Directories |
Files | |
| file | _all_irCurveEstimator.hpp [code] |
| Interest rate curve estimators module. | |
| file | algebraicBootstrapper.hpp [code] |
| File contains definition of AlgebraicBootstrapper. | |
| file | constrainedSmoother.hpp [code] |
| File contains definition of constrained smoothing bootstrapper. | |
| file | irCurveEstimator.hpp [code] |
| File contains interface of algorithms that performs interest rate curve estimations. | |
| file | rootFindingBootstrapper.hpp [code] |
| File contains definition of RootFindingBootstrapper. | |
| file | unconstrainedSmoother.hpp [code] |
| Implementation of UnconstrainedSmoother. | |

1.8.11