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. | |