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

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