QuantLib_ShortRateModel

Langue: en

Autres versions - même langue

Version: 373772 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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