blackkarasinski.hpp File Reference

Black-Karasinski model. More...

#include <ql/models/shortrate/onefactormodel.hpp>
#include <ql/processes/ornsteinuhlenbeckprocess.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	BlackKarasinski
	Standard Black-Karasinski model class. More...
class	BlackKarasinski::Dynamics
	Short-rate dynamics in the Black-Karasinski model. More...

Namespaces
namespace	QuantLib

Detailed Description

Black-Karasinski model.

Definition in file blackkarasinski.hpp.