- QuantLib
- PiecewiseConstantParameter
Piecewise-constant parameter. More...
#include <ql/models/parameter.hpp>

Public Member Functions | |
| PiecewiseConstantParameter (const std::vector< Time > ×, const Constraint &constraint=NoConstraint()) | |
Piecewise-constant parameter.
. This kind of parameter is usually used to enhance the fitting of a model