ShortRateModel Class Reference
[Short-rate modelling framework]

#include <ql/models/model.hpp>

Inheritance diagram for ShortRateModel:

Inheritance graph
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List of all members.

Detailed Description

Abstract short-rate model class.


Public Member Functions

 ShortRateModel (Size nArguments)
virtual boost::shared_ptr<
Lattice
tree (const TimeGrid &) const=0