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Write a method (belonging to the TermStructure class) that takes a pointer to an array of bonds and an integer, representing the number of bonds in the array as arguments, and estimates the Nelson-Siegel yield curve, using nonlinear least square estimation.
In order to do the minimization, you will need to construct an object of type NLS, passing in a FitCalculator object, the number of parameters to solve for and the number of data points (bonds in our case) to the constructor. You?ll then need to create an array of initial parameter values (reasonable starting points for and pass those into the SOLVE() method of the NLS object. If you created your TermStructure class as suggested above, SOLVE will exit with the parameters tuned to the term structure with the minimum error.
Why shouldn't Matrix class's interface look like an array-of-array? A: Some people build a Matrix class that has an operator[] that returns a reference to an Array object (or po
A palindrome is a string that reads the same from both the ends. Given a string S convert it to a palindrome by doing character replacement. Your task is to convert S to palindrome
Define some features of static storage class in c program? The features of a variable defined to contain a static storage class are as follows. Storage - memory Default
You are required to give C++ implementation of following classes: 1. PropertyCategories 2. Plot 3. Flat 4. House Following is the description of all data member and member funct
For this program you will add and test 2 new member functions to the IntSLList class posted on the website. The two member functions are: insertByPosn(int el, int pos) Assuming t
Differentiate between the expression "++a" and "a++"? - With ++a, increment happens first on variable a, and resulting value is used. This is known as prefix increment. - Wi
Pebble Merchant Problem Description There is a pebble merchant. He sells the pebbles, that are used for shining the floor. His main duty is to take the length of the room’s sides
Problem Implement a class called employee that contains name, employee number and department code. Include a member function getdata() to get data from user and store it in the
A: No. (Excluding if you have an old compiler, you might have to force the new operator to throw an exception if it runs out of memory.) This turns out to be a real pain to alwa
Array types An array is a collection of objects of a one data type. The individual objects are accessed by their position in the array. This way of accessing is known as indexi
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