ql/ShortRateModels/onefactormodel.hpp File Reference
Detailed Description
Abstract one-factor interest rate model class.
#include <ql/qldefines.hpp>
#include <ql/stochasticprocess.hpp>
#include <ql/ShortRateModels/model.hpp>
#include <ql/Lattices/lattice1d.hpp>
#include <ql/Lattices/trinomialtree.hpp>
Include dependency graph for onefactormodel.hpp:

Namespaces | |
| namespace | QuantLib |
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... | |