QuantLib: InterpolationParameter Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Member Functions | List of all members
InterpolationParameter Class Reference

Parameter that holds an interpolation object. More...

`#include <ql/experimental/shortrate/generalizedhullwhite.hpp>`

Inheritance diagram for InterpolationParameter:
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## Public Member Functions
| InterpolationParameter (Size count, const Constraint &constraint=NoConstraint())
void | reset (const Interpolation &interp)
Public Member Functions inherited from Parameter
const Array & | params () const
void | setParam (Size i, Real x)
bool | testParams (const Array &params) 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_

## Detailed Description

Parameter that holds an interpolation object.