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QuantLib_TermStructureFittingParameter
Langue: en
Version: 374979 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::TermStructureFittingParameter -Deterministic time-dependent parameter used for yield-curve fitting.
SYNOPSIS
#include <ql/models/parameter.hpp>
Inherits QuantLib::Parameter.
Inherited by ExtendedCoxIngersollRoss::FittingParameter, G2::FittingParameter, and HullWhite::FittingParameter.
Public Member Functions
TermStructureFittingParameter (const boost::shared_ptr< Parameter::Impl > &impl)
TermStructureFittingParameter (const Handle< YieldTermStructure > &term)
Detailed Description
Deterministic time-dependent parameter used for yield-curve fitting.
Author
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