ShortRateModel (3) - Linux Manuals

ShortRateModel: Abstract short-rate model class.

NAME

QuantLib::ShortRateModel - Abstract short-rate model class.

SYNOPSIS

#include <ql/models/model.hpp>

Inherits QuantLib::CalibratedModel.

Inherited by OneFactorModel, and TwoFactorModel.

Public Member Functions

ShortRateModel (Size nArguments)

virtual boost::shared_ptr< Lattice > tree (const TimeGrid &) const =0

Detailed Description

Abstract short-rate model class.

Author

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