 
Abstract one-factor interest rate model class. More...
#include <ql/models/model.hpp>#include <ql/methods/lattices/lattice1d.hpp>#include <ql/methods/lattices/trinomialtree.hpp>
| Classes | |
| class | OneFactorModel | 
| Single-factor short-rate model abstract class.  More... | |
| class | OneFactorModel::ShortRateDynamics | 
| Base class describing the short-rate dynamics.  More... | |
| class | OneFactorModel::ShortRateTree | 
| Recombining trinomial tree discretizing the state variable.  More... | |
| class | OneFactorAffineModel | 
| Single-factor affine base class.  More... | |
Abstract one-factor interest rate model class.