model.hpp File Reference

Abstract interest rate model class. More...

#include <ql/math/optimization/endcriteria.hpp>
#include <ql/methods/lattices/lattice.hpp>
#include <ql/models/calibrationhelper.hpp>
#include <ql/models/parameter.hpp>
#include <ql/option.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	AffineModel
	Affine model class. More...
class	TermStructureConsistentModel
	Term-structure consistent model class. More...
class	CalibratedModel
	Calibrated model class. More...
class	ShortRateModel
	Abstract short-rate model class. More...
class	CalibratedModel::PrivateConstraint
class	CalibratedModel::PrivateConstraint::Impl

Namespaces
namespace	QuantLib

Detailed Description

Abstract interest rate model class.

Definition in file model.hpp.