QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
Public Member Functions | List of all members
TermStructureFittingParameter Class Reference

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

#include <ql/models/parameter.hpp>

+ Inheritance diagram for TermStructureFittingParameter:

Public Member Functions

 TermStructureFittingParameter (const boost::shared_ptr< Parameter::Impl > &impl)
 
 TermStructureFittingParameter (const Handle< YieldTermStructure > &term)
 
- Public Member Functions inherited from 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 boost::shared_ptr< Impl > & implementation () const
 
const Constraintconstraint () const
 

Additional Inherited Members

- Protected Member Functions inherited from Parameter
 Parameter (Size size, const boost::shared_ptr< Impl > &impl, const Constraint &constraint)
 
- Protected Attributes inherited from Parameter
boost::shared_ptr< Implimpl_
 
Array params_
 
Constraint constraint_
 

Detailed Description

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