QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Parameter that holds an interpolation object. More...
#include <generalizedhullwhite.hpp>
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_ |
Parameter that holds an interpolation object.
Definition at line 37 of file generalizedhullwhite.hpp.
|
explicit |
Definition at line 47 of file generalizedhullwhite.hpp.
void reset | ( | const Interpolation & | interp | ) |