QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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InterpolationParameter Class Reference

Parameter that holds an interpolation object. More...

#include <ql/experimental/shortrate/generalizedhullwhite.hpp>

Inheritance diagram for InterpolationParameter:

Public Member Functions

 InterpolationParameter (Size count, const Constraint &constraint=NoConstraint())
void reset (const Interpolation &interp)
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 ext::shared_ptr< Impl > & implementation () const
const Constraintconstraint () const

Additional Inherited Members

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

Detailed Description

Parameter that holds an interpolation object.