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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.
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. But he sometimes mistakes doing that
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A Padovan string P(n) for a natural number n is defined as: P(0) = ‘X’ P(1) = ‘Y’ P(2) = ‘Z’ P(n) = P(n-2) + P(n-3), n>2 where + denotes string concatenation. For a string of t
Q: Can I overload operator == so it allow me compare two char[] by a string comparison? A: No: at least one operand of particular overloaded operator should be of some user-defi
Overloading Binary Operators class SI {float i,p,n,r,a; public: SI(){}; SI(int gp,int gn, int gr); void putdata(void); SI operator+(SI); }; SI SI::opera
C program to demonstrate call by reference: void disp(int *,int*,int*,int*); void main() { int a=2,b=3, sum,mul; printf("Enter 1st n
For your class to work properly, you'll need to define appropriate constructors, extract and insert operators, and of course arithmetic operators. (If you wanted to use it as a gen
A virtual function permits derived classes to replace the implementation given by the base class. The compiler makes sure the replacement is always known as whenever the object in
What are all of the implicit member functions of the class? Or what are all of the functions that compiler implements for us if we don't describe one? A: 1. copy ctor
To write a program to use different levels of array of pointer to pointer & display the output as 1 1 1 2 2 2 3 3 3
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