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Sourcecode: quantlib version File versions  Download package

parameter.hpp File Reference

Detailed Description

Model parameter classes.

Definition in file parameter.hpp.

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

Go to the source code of this file.


namespace  QuantLib


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

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