ShortRateModel Class Reference

Abstract short-rate model class. More...

#include <ql/models/model.hpp>

Inheritance diagram for ShortRateModel:

List of all members.

Public Member Functions

 ShortRateModel (Size nArguments)
virtual boost::shared_ptr
< Lattice
tree (const TimeGrid &) const =0

Detailed Description

Abstract short-rate model class.