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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.
I need to include files so you can understand easier.
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
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Write out pseudocode for a function called "and" that takes two arguments, both booleans, and returns the logical and of the inputs. DO NOT use the logical and operator: instead, w
What is Structure? An Array is a data structure whose elements are all of the similar data type. The structure is a data structure whose individual elements are able to differ
A Constructive Example Consider an example , to model a user-defined data type for strings. The object simulates a character array ( string ) using a character pointer and an
Rahul is a newbie to the programming and while learning the programming language he came to know the following rules: ???• Each program must start with ''{'' and end with '
1) Database: The database needs to be used for persistent storage of cars. For details of what information should be stored in the database, please see the description above. You
Develop a C++ program that uses a while to determine the gross pay (in Dollars) for each of several employees. The company pays “straight-time” for the first 40 hours worked by ea
enter height of the shape: 1 3 5 3 1 3 5 7 5 3 5 7 9 7 5 3 5 7 5 3 1 3 5 3 1
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