Affine model class. More...
#include <ql/models/model.hpp>
Inheritance diagram for AffineModel:Public Member Functions | |
| virtual DiscountFactor | discount (Time t) const =0 |
| Implied discount curve. | |
| virtual Real | discountBond (Time now, Time maturity, Array factors) const =0 |
| virtual Real | discountBondOption (Option::Type type, Real strike, Time maturity, Time bondMaturity) const =0 |
| virtual Real | discountBondOption (Option::Type type, Real strike, Time maturity, Time bondStart, Time bondMaturity) const |
Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| void | notifyObservers () |
Affine model class.
Base class for analytically tractable models.