TermStructureFittingParameter::NumericalImpl Class Reference

#include <ql/models/parameter.hpp>

Inheritance diagram for TermStructureFittingParameter::NumericalImpl:

Collaboration diagram for TermStructureFittingParameter::NumericalImpl:

Public Member Functions
	NumericalImpl (Handle< YieldTermStructure > termStructure)
void	set (Time t, Real x)
void	change (Real x)
void	reset ()
Real	value (const Array &, Time t) const override
const Handle< YieldTermStructure > &	termStructure () const
Public Member Functions inherited from Parameter::Impl
virtual	~Impl ()=default
virtual Real	value (const Array &params, Time t) const =0

Private Attributes
std::vector< Time >	times_
std::vector< Real >	values_
Handle< YieldTermStructure >	termStructure_

Detailed Description

Definition at line 151 of file parameter.hpp.

Constructor & Destructor Documentation

NumericalImpl()

NumericalImpl

(

Handle< YieldTermStructure >

termStructure

)

Definition at line 153 of file parameter.hpp.

Member Function Documentation

set()

void set	(	Time	t,
		Real	x
	)

Definition at line 156 of file parameter.hpp.

change()

void change

(

Real

x

)

Definition at line 160 of file parameter.hpp.

reset()

void reset

(

)

Definition at line 163 of file parameter.hpp.

value()

Real value ( const Array &  , Time  t  ) const

overridevirtual

Implements Parameter::Impl.

Definition at line 167 of file parameter.hpp.

termStructure()

const Handle< YieldTermStructure > & termStructure

(

)

const

Definition at line 173 of file parameter.hpp.

Member Data Documentation

times_

std::vector<Time> times_

private

Definition at line 177 of file parameter.hpp.

values_

std::vector<Real> values_

private

Definition at line 178 of file parameter.hpp.

termStructure_

Handle<YieldTermStructure> termStructure_

private

Definition at line 179 of file parameter.hpp.