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QuantLib_ShortRateModel
Langue: en
Version: 373772 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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