# 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**)

virtual **Real variable** (**Time** t, **Rate** r) const =0

Compute state variable from short rate.

virtual **Rate shortRate** (**Time** t, **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

The man page ShortRateDynamics(3) is an alias of QuantLib_OneFactorModel_ShortRateDynamics(3).