QuantLib: PiecewiseConstantParameter Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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PiecewiseConstantParameter Class Reference

Piecewise-constant parameter. More...

`#include <ql/models/parameter.hpp>`

Inheritance diagram for PiecewiseConstantParameter:
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## Public Member Functions
| PiecewiseConstantParameter (const std::vector< Time > &times, const Constraint &constraint=NoConstraint())
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 boost::shared_ptr< Impl > & | implementation () const
const Constraint & | constraint () const

## Additional Inherited Members
Protected Member Functions inherited from Parameter
| Parameter (Size size, const boost::shared_ptr< Impl > &impl, const Constraint &constraint)
Protected Attributes inherited from Parameter
boost::shared_ptr< Impl > | impl_
Array | params_
Constraint | constraint_

## Detailed Description

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