- QuantLib
- OneFactorModel
 
Single-factor short-rate model abstract class. More...
#include <ql/models/shortrate/onefactormodel.hpp>

| Classes | |
| class | ShortRateDynamics | 
| Base class describing the short-rate dynamics.  More... | |
| class | ShortRateTree | 
| Recombining trinomial tree discretizing the state variable.  More... | |
| Public Member Functions | |
| OneFactorModel (Size nArguments) | |
| virtual boost::shared_ptr < ShortRateDynamics > | dynamics () const =0 | 
| returns the short-rate dynamics | |
| boost::shared_ptr< Lattice > | tree (const TimeGrid &grid) const | 
| Return by default a trinomial recombining tree. | |
Single-factor short-rate model abstract class.