![]() QuantLib 0.3.11Getting startedReference manual |
OneFactorModel Class Reference |
Public Member Functions | |
OneFactorModel (Size nArguments) | |
virtual boost::shared_ptr< ShortRateDynamics > | dynamics () const =0 |
returns the short-rate dynamics | |
boost::shared_ptr< NumericalMethod > | tree (const TimeGrid &grid) const |
Return by default a trinomial recombining tree. | |
Classes | |
class | ShortRateDynamics |
Base class describing the short-rate dynamics. More... | |
class | ShortRateTree |
Recombining trinomial tree discretizing the state variable. More... |
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