PiecewiseConstantParameter Class Reference

Piecewise-constant parameter. More...

#include <ql/models/parameter.hpp>

Inheritance diagram for PiecewiseConstantParameter:

List of all members.

Public Member Functions

 PiecewiseConstantParameter (const std::vector< Time > &times, const Constraint &constraint=NoConstraint())

Detailed Description

Piecewise-constant parameter.

$ a(t) = a_i if t_{i-1} \geq t < t_i $. This kind of parameter is usually used to enhance the fitting of a model