Affine model class. More...
#include <ql/models/model.hpp>
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 |
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Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
void | notifyObservers () |
Affine model class.
Base class for analytically tractable models.