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 FunctionsTermStructureConsistentModel (const Handle< YieldTermStructure > &termStructure) const Handle< YieldTermStructure > & termStructure () const Detailed DescriptionTerm-structure consistent model class. This is a base class for models that can reprice exactly any discount bond. AuthorGenerated automatically by…
