AffineModel Class Reference
[Short-rate modelling framework]

#include <ql/ShortRateModels/model.hpp>

Inheritance diagram for AffineModel:

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Detailed Description

Affine model class.

Base class for analytically tractable models.


Public Member Functions

virtual DiscountFactor discount (Time t) const =0
 Implied discount curve.

virtual Real discountBondOption (Option::Type type, Real strike, Time maturity, Time bondMaturity) const =0


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