QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Private Attributes | List of all members
PiecewiseConstantParameter::Impl Class Referencefinal
+ Inheritance diagram for PiecewiseConstantParameter::Impl:
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Public Member Functions

 Impl (std::vector< Time > times)
 
Real value (const Array &params, Time t) const override
 
- Public Member Functions inherited from Parameter::Impl
virtual ~Impl ()=default
 
virtual Real value (const Array &params, Time t) const =0
 

Private Attributes

std::vector< Timetimes_
 

Detailed Description

Definition at line 121 of file parameter.hpp.

Constructor & Destructor Documentation

◆ Impl()

Impl ( std::vector< Time times)
explicit

Definition at line 123 of file parameter.hpp.

Member Function Documentation

◆ value()

Real value ( const Array params,
Time  t 
) const
overridevirtual

Implements Parameter::Impl.

Definition at line 125 of file parameter.hpp.

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Member Data Documentation

◆ times_

std::vector<Time> times_
private

Definition at line 135 of file parameter.hpp.