QuantLib_ShortRateModel (3) - Linux Manuals
QuantLib_ShortRateModel: Abstract short-rate model class.
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
Generated automatically by Doxygen for QuantLib from the source code.