File nelson_siegel.hpp

Defines the Nelson-Siegel model for yield curve fitting.

Definition (lib/model/nelson_siegel.hpp)

Includes

• cmath

• memory

• model.hpp (File bump_model.hpp)

• vector

Included By

• File nelson_siegel_svensson.hpp

Namespaces

• Namespace otyca

Classes

• Class NelsonSiegel