OneFactorModel Class Reference

#include <onefactormodel.hpp>

Inheritance diagram for OneFactorModel:

Inheritance graph
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List of all members.

Detailed Description

Single-factor short-rate model abstract class.


Public Member Functions

 OneFactorModel (Size nArguments)
virtual Handle< ShortRateDynamicsdynamics () const=0
 returns the short-rate dynamics

virtual Handle< Lattices::Latticetree (const TimeGrid &grid) const
 Return by default a trinomial recombining tree.


The documentation for this class was generated from the following files:

QuantLib.org
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