parameter.hpp File Reference

Model parameter classes. More...

#include <ql/qldefines.hpp>
#include <ql/handle.hpp>
#include <ql/math/optimization/constraint.hpp>
#include <vector>
Include dependency graph for parameter.hpp:

Classes

class  Parameter
 Base class for model arguments. More...
 
class  Parameter::Impl
 Base class for model parameter implementation. 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...
 

Namespaces

 QuantLib
 

Detailed Description

Model parameter classes.