QuantLib_ShortRateModel man page
ShortRateModel — Abstract short-rate model class.
Inherited by OneFactorModel, and TwoFactorModel.
Public Member Functions
ShortRateModel (Size nArguments)
virtual boost::shared_ptr< Lattice > tree (const TimeGrid &) const =0
Additional Inherited Members
Abstract short-rate model class.
Generated automatically by Doxygen for QuantLib from the source code.
ShortRateModel(3) is an alias of QuantLib_ShortRateModel(3).