QuantLib 0.3.7 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Usage Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

TermStructureConsistentModel Class Reference [Short-rate modelling framework] #include <ql/ShortRateModels/model.hpp> Inheritance diagram for TermStructureConsistentModel: [legend]List of all members. 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 RelinkableHandle< TermStructure > &termStructure) const RelinkableHandle< TermStructure > &  termStructure () const

---

QuantLib.org

Hosted by

Documentation generated by