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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_affine_model.html">AffineModel</a></div>
<h1>AffineModel Class Reference<br>
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[<a class="el" href="group__shortrate.html">Short-rate modelling framework</a>]</small>
</h1><!-- doxytag: class="QuantLib::AffineModel" --><!-- doxytag: inherits="QuantLib::Observable" --><code>#include <ql/ShortRateModels/model.hpp></code>
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Inheritance diagram for AffineModel:<p><center><img src="class_quant_lib_1_1_affine_model__inherit__graph.png" border="0" usemap="#_affine_model__inherit__map" alt="Inheritance graph"></center>
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Affine model class.
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Base class for analytically tractable models.
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="484ef5ed3fad32d2fe6fcbb34c4ba29a"></a><!-- doxytag: member="QuantLib::AffineModel::discount" ref="484ef5ed3fad32d2fe6fcbb34c4ba29a" args="(Time t) const=0" -->
virtual <a class="el" href="group__types.html#g642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_affine_model.html#484ef5ed3fad32d2fe6fcbb34c4ba29a">discount</a> (Time t) const=0</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Implied discount curve. <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dbb74926253f086f146c424ff0675261"></a><!-- doxytag: member="QuantLib::AffineModel::discountBond" ref="dbb74926253f086f146c424ff0675261" args="(Time now, Time maturity, Array factors) const=0" -->
virtual Real </td><td class="memItemRight" valign="bottom"><b>discountBond</b> (Time now, Time maturity, <a class="el" href="class_quant_lib_1_1_array.html">Array</a> factors) const=0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="75cd313ff0f7511ba974aa86d3caadf5"></a><!-- doxytag: member="QuantLib::AffineModel::discountBondOption" ref="75cd313ff0f7511ba974aa86d3caadf5" args="(Option::Type type, Real strike, Time maturity, Time bondMaturity) const =0" -->
virtual Real </td><td class="memItemRight" valign="bottom"><b>discountBondOption</b> (Option::Type type, Real strike, Time maturity, Time bondMaturity) const =0</td></tr>
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