![]() QuantLib 0.3.7Getting startedReference manual |
TwoFactorModel Class Reference |
Public Member Functions | |
TwoFactorModel (Size nParams) | |
virtual boost::shared_ptr< ShortRateDynamics > | dynamics () const =0 |
Returns the short-rate dynamics. | |
virtual boost::shared_ptr< Lattice > | tree (const TimeGrid &grid) const |
Returns a two-dimensional trinomial tree. |
QuantLib.org![]() |
Hosted by![]() |
Documentation generated by![]() |