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.