Deterministic time-dependent parameter used for yield-curve fitting. More...
#include <ql/models/parameter.hpp>
Public Member Functions | |
TermStructureFittingParameter (const boost::shared_ptr< Parameter::Impl > &impl) | |
TermStructureFittingParameter (const Handle< YieldTermStructure > &term) | |
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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 boost::shared_ptr< Impl > & | implementation () const |
const Constraint & | constraint () const |
Additional Inherited Members | |
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Parameter (Size size, const boost::shared_ptr< Impl > &impl, const Constraint &constraint) | |
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boost::shared_ptr< Impl > | impl_ |
Array | params_ |
Constraint | constraint_ |
Deterministic time-dependent parameter used for yield-curve fitting.