QuantLib_TermStructureFittingParameter (3) - Linux Man Pages

QuantLib_TermStructureFittingParameter: Deterministic time-dependent parameter used for yield-curve fitting.

NAME

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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