Piecewise-constant parameter. More...
#include <ql/models/parameter.hpp>
Inheritance diagram for PiecewiseConstantParameter:Public Member Functions | |
| PiecewiseConstantParameter (const std::vector< Time > ×, const Constraint &constraint=NoConstraint()) | |
Public Member Functions inherited from Parameter | |
| const Array & | params () const |
| void | setParam (Size i, Real x) |
| bool | testParams (const Array ¶ms) const |
| Size | size () const |
| Real | operator() (Time t) const |
| const ext::shared_ptr< Impl > & | implementation () const |
| const Constraint & | constraint () const |
Additional Inherited Members | |
Protected Member Functions inherited from Parameter | |
| Parameter (Size size, const ext::shared_ptr< Impl > &impl, const Constraint &constraint) | |
Protected Attributes inherited from Parameter | |
| ext::shared_ptr< Impl > | impl_ |
| Array | params_ |
| Constraint | constraint_ |
Piecewise-constant parameter.
\( a(t) = a_i if t_{i-1} \geq t < t_i \). This kind of parameter is usually used to enhance the fitting of a model