QuantLib_TermStructureFittingParameter man page

TermStructureFittingParameter — Deterministic time-dependent parameter used for yield-curve fitting.

Synopsis

#include <ql/models/parameter.hpp>

Inherits Parameter.

Inherited by ExtendedCoxIngersollRoss::FittingParameter, G2::FittingParameter, GeneralizedHullWhite::FittingParameter, and HullWhite::FittingParameter.

Public Member Functions

TermStructureFittingParameter (const boost::shared_ptr< Parameter::Impl > &impl)

TermStructureFittingParameter (const Handle< YieldTermStructure > &term)

Additional Inherited Members

Detailed Description

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

Author

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Referenced By

TermStructureFittingParameter(3) is an alias of QuantLib_TermStructureFittingParameter(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib