QuantLib 0.3.11
Getting started
Reference manual
ql/ShortRateModels/parameter.hpp File Reference
Detailed Description
Model parameter classes.
#include <ql/qldefines.hpp>
#include <ql/yieldtermstructure.hpp>
#include <ql/Optimization/constraint.hpp>
#include <vector>
Include dependency graph for parameter.hpp:
Namespaces | |
| namespace | QuantLib |
Classes | |
| class | ParameterImpl |
| Base class for model parameter implementation. More... | |
| class | Parameter |
| Base class for model arguments. More... | |
| class | ConstantParameter |
Standard constant parameter  . More... | |
| class | NullParameter |
Parameter which is always zero  More... | |
| class | PiecewiseConstantParameter |
| Piecewise-constant parameter. More... | |
| class | TermStructureFittingParameter |
| Deterministic time-dependent parameter used for yield-curve fitting. More... | |
