ql/ShortRateModels/parameter.hpp File Reference
Detailed Description
Model parameter classes.
#include <ql/qldefines.hpp>
#include <ql/yieldtermstructure.hpp>
#include <ql/Optimization/constraint.hpp>
#include <vector>
Include dependency graph for parameter.hpp:

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 . More... | |
| class | NullParameter |
Parameter which is always zero More... | |
| class | PiecewiseConstantParameter |
| Piecewise-constant parameter. More... | |
| class | TermStructureFittingParameter |
| Deterministic time-dependent parameter used for yield-curve fitting. More... | |
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