Affine model class. More...

#include <ql/models/model.hpp>

Inheritance diagram for AffineModel:

List of all members.

Public Member Functions

virtual DiscountFactor discount (Time t) const =0
 Implied discount curve.
virtual Real discountBond (Time now, Time maturity, Array factors) const =0
virtual Real discountBondOption (Option::Type type, Real strike, Time maturity, Time bondMaturity) const =0

Detailed Description

Affine model class.

Base class for analytically tractable models.