TermStructureFittingParameter (3) - Linux Manuals

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

Generated automatically by Doxygen for QuantLib from the source code.