# 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** (**Real** a, **Real** b, **Real** sigma, **Real** r0)

virtual **Real variable** (**Time**, **Rate** r) const

Compute state variable from short rate.

virtual **Real shortRate** (**Time**, **Real** x) 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 Feb 10 2017 Version 1.9.1 QuantLib