Logo Search packages:      
Sourcecode: quantlib version File versions  Download package


parameter.hpp File Reference

Model parameter classes. More...

#include <ql/qldefines.hpp>
#include <ql/yieldtermstructure.hpp>
#include <ql/Optimization/constraint.hpp>
#include <vector>
Include dependency graph for parameter.hpp:
This graph shows which files directly or indirectly include this file:

Go to the source code of this file.


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

Detailed Description

Model parameter classes.

Definition in file parameter.hpp.

Generated by  Doxygen 1.6.0   Back to index