QuantLib_TermStructureConsistentModel man page

TermStructureConsistentModel — Term-structure consistent model class.  

Synopsis

#include <ql/models/model.hpp>

Inherits Observable.

Inherited by BlackKarasinski, ExtendedCoxIngersollRoss, G2, Gaussian1dModel, GeneralizedHullWhite, and HullWhite.

Public Member Functions

TermStructureConsistentModel (const Handle< YieldTermStructure > &termStructure)
const Handle< YieldTermStructure > & termStructure () const

Detailed Description

Term-structure consistent model class.

This is a base class for models that can reprice exactly any discount bond.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page TermStructureConsistentModel(3) is an alias of QuantLib_TermStructureConsistentModel(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib