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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_one_factor_affine_model.html">OneFactorAffineModel</a></div>
<h1>OneFactorAffineModel Class Reference<br>
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[<a class="el" href="group__shortrate.html">Short-rate modelling framework</a>]</small>
</h1><!-- doxytag: class="QuantLib::OneFactorAffineModel" --><!-- doxytag: inherits="QuantLib::OneFactorModel,QuantLib::AffineModel" --><code>#include <ql/ShortRateModels/onefactormodel.hpp></code>
<p>
Inheritance diagram for OneFactorAffineModel:<p><center><img src="class_quant_lib_1_1_one_factor_affine_model__inherit__graph.png" border="0" usemap="#_one_factor_affine_model__inherit__map" alt="Inheritance graph"></center>
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_one_factor_affine_model-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Single-factor affine base class.
<p>
Single-factor models with an analytical formula for discount bonds should inherit from this class. They must then implement the functions <img class="formulaInl" alt="$ A(t,T) $" src="form_197.png"> and <img class="formulaInl" alt="$ B(t,T) $" src="form_198.png"> such that <p class="formulaDsp">
<img class="formulaDsp" alt="\[ P(t, T, r_t) = A(t,T)e^{ -B(t,T) r_t}. \]" src="form_199.png">
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7ba76488a8dafa032560538843a5737f"></a><!-- doxytag: member="QuantLib::OneFactorAffineModel::OneFactorAffineModel" ref="7ba76488a8dafa032560538843a5737f" args="(Size nArguments)" -->
</td><td class="memItemRight" valign="bottom"><b>OneFactorAffineModel</b> (Size nArguments)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="28b8fe8e1849a874ebb63691d20b72df"></a><!-- doxytag: member="QuantLib::OneFactorAffineModel::discountBond" ref="28b8fe8e1849a874ebb63691d20b72df" args="(Time now, Time maturity, Array factors) const" -->
virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </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</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a197593574e9905998cee94adc4aa34f"></a><!-- doxytag: member="QuantLib::OneFactorAffineModel::discountBond" ref="a197593574e9905998cee94adc4aa34f" args="(Time now, Time maturity, Rate rate) const" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>discountBond</b> (Time now, Time maturity, Rate rate) const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="69a7c0281cc05c0c70142afd62e7b0f1"></a><!-- doxytag: member="QuantLib::OneFactorAffineModel::discount" ref="69a7c0281cc05c0c70142afd62e7b0f1" args="(Time t) const" -->
<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_one_factor_affine_model.html#69a7c0281cc05c0c70142afd62e7b0f1">discount</a> (Time t) const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Implied discount curve. <br></td></tr>
<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5f8aea05dbd4fb46b3ef0dc16fcea9e6"></a><!-- doxytag: member="QuantLib::OneFactorAffineModel::A" ref="5f8aea05dbd4fb46b3ef0dc16fcea9e6" args="(Time t, Time T) const=0" -->
virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>A</b> (Time t, Time T) const=0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dd2111a2db1bcc8ae06b06f02a660bbe"></a><!-- doxytag: member="QuantLib::OneFactorAffineModel::B" ref="dd2111a2db1bcc8ae06b06f02a660bbe" args="(Time t, Time T) const=0" -->
virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>B</b> (Time t, Time T) const=0</td></tr>
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