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

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Referenced By

TermStructureConsistentModel(3) is an alias of QuantLib_TermStructureConsistentModel(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib