OneFactorModel::ShortRateDynamics Class Reference

Base class describing the short-rate dynamics. More...

#include <ql/models/shortrate/onefactormodel.hpp>

Inheritance diagram for OneFactorModel::ShortRateDynamics:

List of all members.

Public Member Functions

 ShortRateDynamics (const boost::shared_ptr< StochasticProcess1D > &process)
virtual Real variable (Time t, Rate r) const =0
 Compute state variable from short rate.
virtual Rate shortRate (Time t, Real variable) const =0
 Compute short rate from state variable.
const boost::shared_ptr
< StochasticProcess1D > & 
process ()
 Returns the risk-neutral dynamics of the state variable.


Detailed Description

Base class describing the short-rate dynamics.