QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Deterministic time-dependent parameter used for yield-curve fitting. More...
#include <parameter.hpp>
Classes | |
class | NumericalImpl |
Public Member Functions | |
TermStructureFittingParameter (const ext::shared_ptr< Parameter::Impl > &impl) | |
TermStructureFittingParameter (const Handle< YieldTermStructure > &term) | |
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_ |
Deterministic time-dependent parameter used for yield-curve fitting.
Definition at line 145 of file parameter.hpp.
TermStructureFittingParameter | ( | const ext::shared_ptr< Parameter::Impl > & | impl | ) |
Definition at line 178 of file parameter.hpp.
TermStructureFittingParameter | ( | const Handle< YieldTermStructure > & | term | ) |
Definition at line 182 of file parameter.hpp.