# B (3) - Linux Man Pages

### B: Single-factor affine base class.

## NAME

QuantLib::OneFactorAffineModel - Single-factor affine base class.

## SYNOPSIS

#include <ql/models/shortrate/onefactormodel.hpp>

Inherits **QuantLib::OneFactorModel**, and **QuantLib::AffineModel**.

Inherited by **CoxIngersollRoss**, and **Vasicek**.

### Public Member Functions

**OneFactorAffineModel** (Size nArguments)

virtual **Real** **discountBond** (Time now, Time maturity, **Array** factors) const

**Real** **discountBond** (Time now, Time maturity, Rate rate) const

**DiscountFactor** **discount** (Time t) const

*Implied discount curve. *

### Protected Member Functions

virtual **Real** **A** (Time t, Time T) const =0

virtual **Real** **B** (Time t, Time T) const =0

## Detailed Description

Single-factor affine base class.

Single-factor models with an analytical formula for discount bonds should inherit from this class. They must then implement the functions $ A(t,T) $ and $ B(t,T) $ such that [ P(t, T, r_t) = A(t,T)e^{ -B(t,T) r_t}. ]

## Author

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