org.jquantlib.model

Class TermStructureFittingParameter

java.lang.Object

org.jquantlib.model.Parameter

org.jquantlib.model.TermStructureFittingParameter

public class TermStructureFittingParameter
extends Parameter

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

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	TermStructureFittingParameter.NumericalImpl

Constructor Summary

Constructors

Constructor and Description
TermStructureFittingParameter(Handle<YieldTermStructure> term)
TermStructureFittingParameter(org.jquantlib.model.Parameter.Impl impl)

Method Summary

Methods inherited from class org.jquantlib.model.Parameter

get, implementation, params, setParam, size, testParams

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

TermStructureFittingParameter

public TermStructureFittingParameter(org.jquantlib.model.Parameter.Impl impl)

TermStructureFittingParameter

public TermStructureFittingParameter(Handle<YieldTermStructure> term)