ShortRateModel (3) Linux Manual Page

QuantLib::ShortRateModel – Abstract short-rate model class.

Synopsis

#include <ql/models/model.hpp>

Inherits QuantLib::CalibratedModel.

Inherited by OneFactorModel, and TwoFactorModel.

ShortRateModel (Size nArguments)

virtual boost::shared_ptr< Lattice > tree (const TimeGrid &) const =0

Abstract short-rate model class.

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