model (3) - Linux Manuals

model: Abstract interest rate model class.

Command to display model manual in Linux: $ man 3 model

NAME

ql/models/model.hpp - Abstract interest rate model class.

SYNOPSIS

#include <ql/option.hpp>
#include <ql/methods/lattices/lattice.hpp>
#include <ql/models/parameter.hpp>
#include <ql/models/calibrationhelper.hpp>
#include <ql/math/optimization/endcriteria.hpp>

Classes

class AffineModel
Affine model class.
class TermStructureConsistentModel
Term-structure consistent model class.
class CalibratedModel
Calibrated model class.
class ShortRateModel
Abstract short-rate model class.

Detailed Description

Abstract interest rate model class.

Author

Generated automatically by Doxygen for QuantLib from the source code.