TermStructureFittingParameter Class Reference
#include <ql/models/parameter.hpp>
Inheritance diagram for TermStructureFittingParameter:

Detailed Description
Deterministic time-dependent parameter used for yield-curve fitting.
Public Member Functions | |
TermStructureFittingParameter (const boost::shared_ptr< Parameter::Impl > &impl) | |
TermStructureFittingParameter (const Handle< YieldTermStructure > &term) |