ql/ShortRateModels/parameter.hpp File Reference


Detailed Description

Model parameter classes.

#include <ql/qldefines.hpp>
#include <ql/termstructure.hpp>
#include <ql/Optimization/constraint.hpp>

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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 $ a(t) = a $. More...
class  NullParameter
 Parameter which is always zero $ a(t) = 0 $ More...
class  PiecewiseConstantParameter
 Piecewise-constant parameter. More...
class  TermStructureFittingParameter
 Deterministic time-dependent parameter used for yield-curve fitting. More...

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