![]() QuantLib 0.3.9Getting startedReference manual |
OneFactorAffineModel Class Reference |
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Public Member Functions | |
| OneFactorAffineModel (Size nArguments) | |
| 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 |
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