QuantLib_Parameter (3) - Linux Manuals

QuantLib_Parameter: Base class for model arguments.

NAME

QuantLib::Parameter - Base class for model arguments.

SYNOPSIS

#include <ql/models/parameter.hpp>

Inherited by ConstantParameter, NullParameter, PiecewiseConstantParameter, and TermStructureFittingParameter.

Classes

class Impl
Base class for model parameter implementation.

Public Member Functions

const Array & params () 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

Protected Member Functions

Parameter (Size size, const boost::shared_ptr< Impl > &impl, const Constraint &constraint)

Protected Attributes

boost::shared_ptr< Impl > impl_

Array params_

Constraint constraint_

Detailed Description

Base class for model arguments.

Author

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