TermStructureConsistentModel Class Reference
[Short-rate modelling framework]

#include <ql/ShortRateModels/model.hpp>

Inheritance diagram for TermStructureConsistentModel:

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Detailed Description

Term-structure consistent model class.

This is a base class for models that can reprice exactly any discount bond.


Public Member Functions

 TermStructureConsistentModel (const RelinkableHandle< TermStructure > &termStructure)
const RelinkableHandle< TermStructure > & termStructure () const


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