.. _file_lib_model_generalized_nelson_siegel.hpp: File generalized_nelson_siegel.hpp ================================== Defines the GeneralizedNelsonSiegel model for yield curve fitting. .. contents:: Contents :local: :backlinks: none Definition (``lib/model/generalized_nelson_siegel.hpp``) -------------------------------------------------------- Includes -------- - ``model.hpp`` (:ref:`file_lib_model_bump_model.hpp`) - ``vector`` Namespaces ---------- - :ref:`namespace_otyca` Classes ------- - :ref:`exhale_class_classotyca_1_1GeneralizedNelsonSiegel`