- QuantLib
- TermStructureFittingParameter
Deterministic time-dependent parameter used for yield-curve fitting. More...
#include <ql/models/parameter.hpp>
Public Member Functions | |
TermStructureFittingParameter (const boost::shared_ptr< Parameter::Impl > &impl) | |
TermStructureFittingParameter (const Handle< YieldTermStructure > &term) |
Deterministic time-dependent parameter used for yield-curve fitting.