parameter.hpp File Reference

Model parameter classes. More...

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

Go to the source code of this file.

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

Namespaces
namespace	QuantLib

Detailed Description

Model parameter classes.

Definition in file parameter.hpp.