# QuantLib_Vasicek_Dynamics man page

Vasicek::Dynamics — Short-rate dynamics in the Vasicek model.

## Synopsis

`#include <ql/models/shortrate/onefactormodels/vasicek.hpp>`

Inherits **OneFactorModel::ShortRateDynamics**.

### Public Member Functions

Dynamics(Reala,Realb,Realsigma,Realr0)

virtualReal variable(Time,Rater) const

Compute state variable from short rate.

virtualReal shortRate(Time,Realx) const

Compute short rate from state variable.

## Detailed Description

Short-rate dynamics in the Vasicek model.

The short-rate follows an Ornstein-Uhlenbeck process with mean $ b $.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Info

Fri Sep 23 2016 Version 1.8.1 QuantLib