QuantLib_TermStructureConsistentModel

Langue: en

Autres versions - même langue

Version: 374389 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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