Piecewise-constant parameter. More...
#include <ql/models/parameter.hpp>
 Inheritance diagram for PiecewiseConstantParameter:
 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 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_ | 
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