TermStructureFittingParameter Class Reference

#include <ql/models/parameter.hpp>

Inheritance diagram for TermStructureFittingParameter:

List of all members.


Detailed Description

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

Public Member Functions

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