TermStructureConsistentModel Class Reference
[Short-rate modelling framework]
#include <ql/models/model.hpp>
Inheritance diagram for TermStructureConsistentModel:

Detailed Description
Term-structure consistent model class.This is a base class for models that can reprice exactly any discount bond.
Public Member Functions | |
TermStructureConsistentModel (const Handle< YieldTermStructure > &termStructure) | |
const Handle< YieldTermStructure > & | termStructure () const |