- QuantLib
- OneFactorAffineModel
 
Single-factor affine base class. More...
#include <ql/models/shortrate/onefactormodel.hpp>

| Public Member Functions | |
| OneFactorAffineModel (Size nArguments) | |
| virtual Real | discountBond (Time now, Time maturity, Array factors) const | 
| Real | discountBond (Time now, Time maturity, Rate rate) const | 
| DiscountFactor | discount (Time t) const | 
| Implied discount curve. | |
| Protected Member Functions | |
| virtual Real | A (Time t, Time T) const =0 | 
| virtual Real | B (Time t, Time T) const =0 | 
Single-factor affine base class.
Single-factor models with an analytical formula for discount bonds should inherit from this class. They must then implement the functions  and
 and  such that
 such that 
![\[ P(t, T, r_t) = A(t,T)e^{ -B(t,T) r_t}. \]](form_291.png)