PiecewiseConstantParameter Class Reference

#include <ql/ShortRateModels/parameter.hpp>

Inheritance diagram for PiecewiseConstantParameter:

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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


Public Member Functions

 PiecewiseConstantParameter (const std::vector< Time > &times)


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