QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Piecewise-constant parameter. More...
#include <parameter.hpp>
Classes | |
class | Impl |
Public Member Functions | |
PiecewiseConstantParameter (const std::vector< Time > ×, const Constraint &constraint=NoConstraint()) | |
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_ |
Piecewise-constant parameter.
\( a(t) = a_i if t_{i-1} \geq t < t_i \). This kind of parameter is usually used to enhance the fitting of a model
Definition at line 119 of file parameter.hpp.
PiecewiseConstantParameter | ( | const std::vector< Time > & | times, |
const Constraint & | constraint = NoConstraint() |
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) |
Definition at line 134 of file parameter.hpp.