TermStructureConsistentModel Class Reference

Term-structure consistent model class. More...

#include <ql/models/model.hpp>

Inheritance diagram for TermStructureConsistentModel:

Public Member Functions
	TermStructureConsistentModel (Handle< YieldTermStructure > termStructure)
const Handle< YieldTermStructure > &	termStructure () const
Public Member Functions inherited from Observable
	Observable (const Observable &)
Observable &	operator= (const Observable &)
	Observable (Observable &&)=delete
Observable &	operator= (Observable &&)=delete
void	notifyObservers ()

Detailed Description

Term-structure consistent model class.

This is a base class for models that can reprice exactly any discount bond.