QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Public Member Functions | List of all members
TermStructureFittingParameter Class Reference

Deterministic time-dependent parameter used for yield-curve fitting. More...

#include <parameter.hpp>

+ Inheritance diagram for TermStructureFittingParameter:
+ Collaboration diagram for TermStructureFittingParameter:

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 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

Deterministic time-dependent parameter used for yield-curve fitting.

Definition at line 145 of file parameter.hpp.

Constructor & Destructor Documentation

◆ TermStructureFittingParameter() [1/2]

TermStructureFittingParameter ( const ext::shared_ptr< Parameter::Impl > &  impl)

Definition at line 178 of file parameter.hpp.

◆ TermStructureFittingParameter() [2/2]

Definition at line 182 of file parameter.hpp.