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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Inheritance diagram for PiecewiseConstantParameter::Impl:
Collaboration diagram for PiecewiseConstantParameter::Impl:Public Member Functions | |
| Impl (std::vector< Time > times) | |
| Real | value (const Array ¶ms, Time t) const override |
Public Member Functions inherited from Parameter::Impl | |
| virtual | ~Impl ()=default |
| virtual Real | value (const Array ¶ms, Time t) const =0 |
Private Attributes | |
| std::vector< Time > | times_ |
Definition at line 121 of file parameter.hpp.
Definition at line 123 of file parameter.hpp.
Implements Parameter::Impl.
Definition at line 125 of file parameter.hpp.
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Definition at line 131 of file parameter.hpp.