.. _file_lib_model_nelson_siegel.hpp:

File nelson_siegel.hpp
======================


Defines the Nelson-Siegel model for yield curve fitting. 



.. contents:: Contents
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Definition (``lib/model/nelson_siegel.hpp``)
--------------------------------------------






Includes
--------


- ``cmath``

- ``memory``

- ``model.hpp`` (:ref:`file_lib_model_bump_model.hpp`)

- ``vector``



Included By
-----------


- :ref:`file_lib_model_nelson_siegel_svensson.hpp`




Namespaces
----------


- :ref:`namespace_otyca`


Classes
-------


- :ref:`exhale_class_classotyca_1_1NelsonSiegel`