model (3) Linux Manual Page
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…
