Parameter that holds an interpolation object. More...
#include <ql/experimental/shortrate/generalizedhullwhite.hpp>
Inheritance diagram for InterpolationParameter:
Collaboration diagram for InterpolationParameter:
Classes | |
| class | Impl |
Public Member Functions | |
| InterpolationParameter (Size count, const Constraint &constraint=NoConstraint()) | |
| void | reset (const Interpolation &interp) |
| Public Member Functions inherited from Parameter | |
| Parameter () | |
| const Array & | params () const |
| void | setParam (Size i, Real x) |
| bool | testParams (const Array ¶ms) const |
| Size | size () const |
| Real | operator() (Time t) const |
| const ext::shared_ptr< Impl > & | implementation () const |
| const Constraint & | constraint () const |
Additional Inherited Members | |
| Protected Member Functions inherited from Parameter | |
| Parameter (Size size, ext::shared_ptr< Impl > impl, Constraint constraint) | |
| Protected Attributes inherited from Parameter | |
| ext::shared_ptr< Impl > | impl_ |
| Array | params_ |
| Constraint | constraint_ |
Detailed Description
Parameter that holds an interpolation object.
Definition at line 37 of file generalizedhullwhite.hpp.
Constructor & Destructor Documentation
◆ InterpolationParameter()
|
explicit |
Definition at line 47 of file generalizedhullwhite.hpp.
Member Function Documentation
◆ reset()
| void reset | ( | const Interpolation & | interp | ) |
