File: class_quant_lib_1_1_parameter.html

package info (click to toggle)
quantlib-refman-html 1.2-1
  • links: PTS
  • area: main
  • in suites: jessie, jessie-kfreebsd, wheezy
  • size: 84,552 kB
  • ctags: 5,132
  • sloc: makefile: 33
file content (142 lines) | stat: -rw-r--r-- 9,932 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>Parameter Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>

<div id="container">
<div id="header">
<img class="titleimage"
 src="QL-title.jpg" width="185" height="50" border="0"
 alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">

<h3 class="navbartitle">Version 1.2</h3>

<hr>

<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>

<hr>

<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>

<div id="content">
<!--Doxygen-generated content-->

<!-- Generated by Doxygen 1.7.6.1 -->
  <div id="nav-path" class="navpath">
    <ul>
      <li class="navelem"><b>QuantLib</b>      </li>
      <li class="navelem"><a class="el" href="class_quant_lib_1_1_parameter.html">Parameter</a>      </li>
    </ul>
  </div>
</div>
<div class="header">
  <div class="summary">
<a href="#nested-classes">Classes</a> &#124;
<a href="#pub-methods">Public Member Functions</a> &#124;
<a href="#pro-methods">Protected Member Functions</a> &#124;
<a href="#pro-attribs">Protected Attributes</a>  </div>
  <div class="headertitle">
<div class="title">Parameter Class Reference</div>  </div>
</div><!--header-->
<div class="contents">
<!-- doxytag: class="QuantLib::Parameter" -->
<p>Base class for model arguments.  
 <a href="class_quant_lib_1_1_parameter.html#details">More...</a></p>

<p><code>#include &lt;ql/models/parameter.hpp&gt;</code></p>
<div class="dynheader">
Inheritance diagram for Parameter:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_parameter__inherit__graph.png" border="0" usemap="#_parameter_inherit__map" alt="Inheritance graph"/></div>
<map name="_parameter_inherit__map" id="_parameter_inherit__map">
<area shape="rect" id="node3" href="class_quant_lib_1_1_constant_parameter.html" title="Standard constant parameter ." alt="" coords="169,5,303,35"/><area shape="rect" id="node5" href="class_quant_lib_1_1_null_parameter.html" title="Parameter which is always zero " alt="" coords="185,58,287,89"/><area shape="rect" id="node7" href="class_quant_lib_1_1_piecewise_constant_parameter.html" title="Piecewise&#45;constant parameter." alt="" coords="140,111,332,142"/><area shape="rect" id="node9" href="class_quant_lib_1_1_term_structure_fitting_parameter.html" title="Deterministic time&#45;dependent parameter used for yield&#45;curve fitting." alt="" coords="137,165,335,195"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>

<p><a href="class_quant_lib_1_1_parameter-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="nested-classes"></a>
Classes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">class &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_parameter_1_1_impl.html">Impl</a></td></tr>
<tr><td class="mdescLeft">&#160;</td><td class="mdescRight">Base class for model parameter implementation.  <a href="class_quant_lib_1_1_parameter_1_1_impl.html#details">More...</a><br/></td></tr>
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7645d99ee1cc5e6d763836b5b335e95d"></a><!-- doxytag: member="QuantLib::Parameter::params" ref="a7645d99ee1cc5e6d763836b5b335e95d" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>params</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a214b7ebc4d1aeba57c89c885e264bb8b"></a><!-- doxytag: member="QuantLib::Parameter::setParam" ref="a214b7ebc4d1aeba57c89c885e264bb8b" args="(Size i, Real x)" -->
void&#160;</td><td class="memItemRight" valign="bottom"><b>setParam</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab4ef17fdb7e62440087774171668418c"></a><!-- doxytag: member="QuantLib::Parameter::testParams" ref="ab4ef17fdb7e62440087774171668418c" args="(const Array &amp;params) const " -->
bool&#160;</td><td class="memItemRight" valign="bottom"><b>testParams</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &amp;params) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9d78a687cf2a391198bb3cbc08bc06cb"></a><!-- doxytag: member="QuantLib::Parameter::size" ref="a9d78a687cf2a391198bb3cbc08bc06cb" args="() const " -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>&#160;</td><td class="memItemRight" valign="bottom"><b>size</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9736183e84f061ad08b6d595e2c293bf"></a><!-- doxytag: member="QuantLib::Parameter::operator()" ref="a9736183e84f061ad08b6d595e2c293bf" args="(Time t) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td><td class="memItemRight" valign="bottom"><b>operator()</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a44d746dc59d36b77c5afc6238f995541"></a><!-- doxytag: member="QuantLib::Parameter::implementation" ref="a44d746dc59d36b77c5afc6238f995541" args="() const " -->
const boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_parameter_1_1_impl.html">Impl</a> &gt; &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>implementation</b> () const </td></tr>
<tr><td colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af377e71756ecf6d23f90351048c8a499"></a><!-- doxytag: member="QuantLib::Parameter::Parameter" ref="af377e71756ecf6d23f90351048c8a499" args="(Size size, const boost::shared_ptr&lt; Impl &gt; &amp;impl, const Constraint &amp;constraint)" -->
&#160;</td><td class="memItemRight" valign="bottom"><b>Parameter</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> size, const boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_parameter_1_1_impl.html">Impl</a> &gt; &amp;impl, const <a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a> &amp;constraint)</td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa593fa134416a954928e323a5175af7d"></a><!-- doxytag: member="QuantLib::Parameter::impl_" ref="aa593fa134416a954928e323a5175af7d" args="" -->
boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_parameter_1_1_impl.html">Impl</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>impl_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab530ebeeba8cb03f510779f1f7470a9b"></a><!-- doxytag: member="QuantLib::Parameter::params_" ref="ab530ebeeba8cb03f510779f1f7470a9b" args="" -->
<a class="el" href="class_quant_lib_1_1_array.html">Array</a>&#160;</td><td class="memItemRight" valign="bottom"><b>params_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a87897679d6b7a92d8ef1ed8ccf012251"></a><!-- doxytag: member="QuantLib::Parameter::constraint_" ref="a87897679d6b7a92d8ef1ed8ccf012251" args="" -->
<a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a>&#160;</td><td class="memItemRight" valign="bottom"><b>constraint_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Base class for model arguments. </p>
</div></div><!-- contents -->

</div>

<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>

</div>

</body>
</html>