QuantLib: TermStructureFittingParameter Class Reference

### A free/open-source library for quantitative finance

# TermStructureFittingParameter Class Reference

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

Inheritance diagram for TermStructureFittingParameter:

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List of all members.

## Detailed Description

Deterministic time-dependent parameter used for yield-curve fitting.

## Public Member Functions
| TermStructureFittingParameter (const boost::shared_ptr< Parameter::Impl > &impl)
| TermStructureFittingParameter (const Handle< YieldTermStructure > &term)