ql/models/model.hpp File Reference


Detailed Description

Abstract interest rate model class.

#include <ql/option.hpp>
#include <ql/methods/lattices/lattice.hpp>
#include <ql/models/parameter.hpp>
#include <ql/models/calibrationhelper.hpp>

Include dependency graph for model.hpp:


Namespaces

namespace  QuantLib

Classes

class  AffineModel
 Affine model class. More...
class  TermStructureConsistentModel
 Term-structure consistent model class. More...
class  CalibratedModel
 Calibrated model class. More...
class  ShortRateModel
 Abstract short-rate model class. More...