Model parameter classes. More...
#include <ql/qldefines.hpp>
#include <ql/handle.hpp>
#include <ql/math/optimization/constraint.hpp>
#include <vector>
Classes | |
class | Parameter |
Base class for model arguments. More... | |
class | Parameter::Impl |
Base class for model parameter implementation. More... | |
class | ConstantParameter |
Standard constant parameter ![]() | |
class | NullParameter |
Parameter which is always zero ![]() | |
class | PiecewiseConstantParameter |
Piecewise-constant parameter. More... | |
class | TermStructureFittingParameter |
Deterministic time-dependent parameter used for yield-curve fitting. More... | |
Namespaces | |
namespace | QuantLib |
Model parameter classes.