PiecewiseConstantParameter Class Reference

Piecewise-constant parameter. More...

#include <ql/models/parameter.hpp>

Inheritance diagram for PiecewiseConstantParameter:

Public Member Functions
	PiecewiseConstantParameter (const std::vector< Time > &times, const Constraint &constraint=NoConstraint())
Public Member Functions inherited from Parameter
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 ext::shared_ptr< Impl > &	implementation () const
const Constraint &	constraint () 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< Impl >	impl_
Array	params_
Constraint	constraint_

Detailed Description

Piecewise-constant parameter.

\( a(t) = a_i if t_{i-1} \geq t < t_i \). This kind of parameter is usually used to enhance the fitting of a model