QuantLib_ShortRateModel man page

ShortRateModel — Abstract short-rate model class.  


#include <ql/models/model.hpp>

Inherits CalibratedModel.

Inherited by OneFactorModel, and TwoFactorModel.

Public Member Functions

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

Additional Inherited Members

Detailed Description

Abstract short-rate model class.


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Referenced By

The man page ShortRateModel(3) is an alias of QuantLib_ShortRateModel(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib