![]() QuantLib 0.3.7Getting startedReference manual |
OneFactorModel Class Reference |
Public Member Functions | |
OneFactorModel (Size nArguments) | |
virtual boost::shared_ptr< ShortRateDynamics > | dynamics () const =0 |
returns the short-rate dynamics | |
virtual boost::shared_ptr< Lattice > | tree (const TimeGrid &grid) const |
Return by default a trinomial recombining tree. |
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