piecewiseconstanthelper.hpp File Reference

helper classes for piecewise constant parametrizations More...

#include <qle/models/pseudoparameter.hpp>
#include <ql/experimental/math/piecewisefunction.hpp>
#include <ql/math/array.hpp>
#include <ql/math/comparison.hpp>
#include <ql/time/date.hpp>

Classes
class	PiecewiseConstantHelper1
	Piecewise Constant Helper 1. More...
class	PiecewiseConstantHelper11
	Piecewise Constant Helper 11. More...
class	PiecewiseConstantHelper2
	Piecewise Constant Helper2. More...
class	PiecewiseConstantHelper3
	Piecewise Constant Helper 3. More...

Detailed Description

helper classes for piecewise constant parametrizations