QuantLib: a free/open-source library for quantitative finance
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Classes | Public Member Functions | List of all members
PiecewiseConstantParameter Class Reference

Piecewise-constant parameter. More...

#include <ql/models/parameter.hpp>

+ Inheritance diagram for PiecewiseConstantParameter:
+ Collaboration diagram for PiecewiseConstantParameter:

Classes

class  Impl
 

Public Member Functions

 PiecewiseConstantParameter (const std::vector< Time > &times, const Constraint &constraint=NoConstraint())
 
- Public Member Functions inherited from Parameter
 Parameter ()
 
const Arrayparams () const
 
void setParam (Size i, Real x)
 
bool testParams (const Array &params) const
 
Size size () const
 
Real operator() (Time t) const
 
const ext::shared_ptr< Impl > & implementation () const
 
const Constraintconstraint () 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< Implimpl_
 
Array params_
 
Constraint constraint_
 

Detailed Description

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.

Constructor & Destructor Documentation

◆ PiecewiseConstantParameter()

PiecewiseConstantParameter ( const std::vector< Time > &  times,
const Constraint constraint = NoConstraint() 
)

Definition at line 138 of file parameter.hpp.