parameter (3) - Linux Manuals

parameter: Model parameter classes.

NAME

ql/models/parameter.hpp - Model parameter classes.

SYNOPSIS

#include <ql/qldefines.hpp>
#include <ql/handle.hpp>
#include <ql/math/optimization/constraint.hpp>
#include <vector>

Classes

class Parameter
Base class for model arguments.
class Impl
Base class for model parameter implementation.
class ConstantParameter
Standard constant parameter $ a(t) = a $.
class NullParameter
Parameter which is always zero $ a(t) = 0 $
class PiecewiseConstantParameter
Piecewise-constant parameter.
class TermStructureFittingParameter
Deterministic time-dependent parameter used for yield-curve fitting.

Detailed Description

Model parameter classes.

Author

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