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QuantLib_PiecewiseConstantParameter
Langue: en
Version: 375016 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::PiecewiseConstantParameter -Piecewise-constant parameter.
SYNOPSIS
#include <ql/models/parameter.hpp>
Inherits QuantLib::Parameter.
Public Member Functions
PiecewiseConstantParameter (const std::vector< Time > ×)
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
Author
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