TermStructureConsistentModel (3) Linux Manual Page
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….
