QuantLib_TermStructureConsistentModel (3) - Linux Manuals

QuantLib_TermStructureConsistentModel: Term-structure consistent model class.

Command to display QuantLib_TermStructureConsistentModel manual in Linux: $ man 3 QuantLib_TermStructureConsistentModel

NAME

QuantLib::TermStructureConsistentModel - Term-structure consistent model class.

SYNOPSIS

#include <ql/models/model.hpp>

Inherits QuantLib::Observable.

Inherited by BlackKarasinski, ExtendedCoxIngersollRoss, G2, and HullWhite.

Public Member Functions

TermStructureConsistentModel (const Handle< YieldTermStructure > &termStructure)

const Handle< YieldTermStructure > & termStructure () const

Detailed Description

Term-structure consistent model class.

This is a base class for models that can reprice exactly any discount bond.

Author

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