# QuantLib_OneFactorModel_ShortRateDynamics man page

OneFactorModel::ShortRateDynamics — Base class describing the short-rate dynamics.

## Synopsis

`#include <ql/models/shortrate/onefactormodel.hpp>`

Inherited by **BlackKarasinski::Dynamics**, **CoxIngersollRoss::Dynamics**, **HullWhite::Dynamics**, and **Vasicek::Dynamics**.

### Public Member Functions

ShortRateDynamics(const boost::shared_ptr<StochasticProcess1D> &process)

virtualReal variable(Timet,Rater) const =0

Compute state variable from short rate.

virtualRate shortRate(Timet,Real variable) const =0

Compute short rate from state variable.

const boost::shared_ptr<StochasticProcess1D> &process()

Returns the risk-neutral dynamics of the state variable.

## Detailed Description

Base class describing the short-rate dynamics.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

ShortRateDynamics(3) is an alias of QuantLib_OneFactorModel_ShortRateDynamics(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib