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.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

ShortRateModel(3) is an alias of QuantLib_ShortRateModel(3).

QuantLib Version 1.8.1 Fri Sep 23 2016