TermStructureFittingParameter (3) Linux Manual Page

QuantLib::TermStructureFittingParameter – Deterministic time-dependent parameter used for yield-curve fitting.

Synopsis

#include <ql/models/parameter.hpp>

Inherits QuantLib::Parameter.

Inherited by FittingParameter, FittingParameter, and 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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