ShortRateModel Class Reference
[Short-rate modelling framework]
Abstract short-rate model class.
More...
#include <ql/models/model.hpp>
Inheritance diagram for ShortRateModel:

Public Member Functions | |
ShortRateModel (Size nArguments) | |
virtual boost::shared_ptr < Lattice > | tree (const TimeGrid &) const =0 |
Detailed Description
Abstract short-rate model class.