Deterministic time-dependent parameter used for yield-curve fitting. More...
#include <parameter.hpp>
Inheritance diagram for TermStructureFittingParameter:
Collaboration diagram for TermStructureFittingParameter:
Classes | |
| class | NumericalImpl |
Public Member Functions | |
| TermStructureFittingParameter (const ext::shared_ptr< Parameter::Impl > &impl) | |
| TermStructureFittingParameter (const Handle< YieldTermStructure > &term) | |
| Public Member Functions inherited from Parameter | |
| Parameter () | |
| const Array & | params () const |
| void | setParam (Size i, Real x) |
| bool | testParams (const Array ¶ms) 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
Deterministic time-dependent parameter used for yield-curve fitting.
Definition at line 145 of file parameter.hpp.
Constructor & Destructor Documentation
◆ TermStructureFittingParameter() [1/2]
| TermStructureFittingParameter | ( | const ext::shared_ptr< Parameter::Impl > & | impl | ) |
Definition at line 178 of file parameter.hpp.
◆ TermStructureFittingParameter() [2/2]
| TermStructureFittingParameter | ( | const Handle< YieldTermStructure > & | term | ) |
Definition at line 182 of file parameter.hpp.