QuantLib_Parameter_Impl

Langue: en

Autres versions - même langue

Version: 379135 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::Parameter::Impl -

Base class for model parameter implementation.

SYNOPSIS


#include <ql/models/parameter.hpp>

Inherited by ConstantParameter::Impl, ExtendedCoxIngersollRoss::FittingParameter::Impl, G2::FittingParameter::Impl, HullWhite::FittingParameter::Impl, NullParameter::Impl, PiecewiseConstantParameter::Impl, and TermStructureFittingParameter::NumericalImpl.

Public Member Functions


virtual Real value (const Array &params, Time t) const =0

Detailed Description

Base class for model parameter implementation.

Author

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