onefactormodel.hpp File Reference

Abstract one-factor interest rate model class. More...

#include <ql/methods/lattices/lattice1d.hpp>
#include <ql/methods/lattices/trinomialtree.hpp>
#include <ql/models/model.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	OneFactorModel
	Single-factor short-rate model abstract class. More...
class	OneFactorModel::ShortRateDynamics
	Base class describing the short-rate dynamics. More...
class	OneFactorModel::ShortRateTree
	Recombining trinomial tree discretizing the state variable. More...
class	OneFactorAffineModel
	Single-factor affine base class. More...

Namespaces
namespace	QuantLib

Detailed Description

Abstract one-factor interest rate model class.

Definition in file onefactormodel.hpp.