OneFactorModel Class Reference
[Short-rate modelling framework]

#include <ql/ShortRateModels/onefactormodel.hpp>

Inheritance diagram for OneFactorModel:

Inheritance graph
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List of all members.

Detailed Description

Single-factor short-rate model abstract class.


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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