ql/models/parameter.hpp File Reference
Detailed Description
Model parameter classes.
#include <ql/qldefines.hpp>
#include <ql/handle.hpp>
#include <ql/math/optimization/constraint.hpp>
#include <vector>
Include dependency graph for parameter.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | Parameter |
Base class for model arguments. More... | |
class | Parameter::Impl |
Base class for model parameter implementation. More... | |
class | ConstantParameter |
Standard constant parameter ![]() | |
class | NullParameter |
Parameter which is always zero ![]() | |
class | PiecewiseConstantParameter |
Piecewise-constant parameter. More... | |
class | TermStructureFittingParameter |
Deterministic time-dependent parameter used for yield-curve fitting. More... |