OneFactorModel Class Reference

Single-factor short-rate model abstract class. More...

#include <ql/models/shortrate/onefactormodel.hpp>

Inheritance diagram for OneFactorModel:

List of all members.

Classes

class  ShortRateDynamics
 Base class describing the short-rate dynamics. More...
class  ShortRateTree
 Recombining trinomial tree discretizing the state variable. More...

Public Member Functions

 OneFactorModel (Size nArguments)
virtual boost::shared_ptr
< ShortRateDynamics
dynamics () const =0
 returns the short-rate dynamics
boost::shared_ptr< Latticetree (const TimeGrid &grid) const
 Return by default a trinomial recombining tree.

Detailed Description

Single-factor short-rate model abstract class.