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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_two_factor_model.html">TwoFactorModel</a></div>
<h1>TwoFactorModel Class Reference<br>
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[<a class="el" href="group__shortrate.html">Short-rate modelling framework</a>]</small>
</h1><!-- doxytag: class="QuantLib::TwoFactorModel" --><!-- doxytag: inherits="QuantLib::ShortRateModel" --><code>#include <ql/ShortRateModels/twofactormodel.hpp></code>
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Inheritance diagram for TwoFactorModel:<p><center><img src="class_quant_lib_1_1_two_factor_model__inherit__graph.png" border="0" usemap="#_two_factor_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_two_factor_model-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Abstract base-class for two-factor models.
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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="b21a4909440df05943ed8035a3cb8ec9"></a><!-- doxytag: member="QuantLib::TwoFactorModel::TwoFactorModel" ref="b21a4909440df05943ed8035a3cb8ec9" args="(Size nParams)" -->
</td><td class="memItemRight" valign="bottom"><b>TwoFactorModel</b> (Size nParams)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4f31a05ee99de4f96e67defdf4917356"></a><!-- doxytag: member="QuantLib::TwoFactorModel::dynamics" ref="4f31a05ee99de4f96e67defdf4917356" args="() const=0" -->
virtual boost::shared_ptr<<br>
<a class="el" href="class_quant_lib_1_1_two_factor_model_1_1_short_rate_dynamics.html">ShortRateDynamics</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_two_factor_model.html#4f31a05ee99de4f96e67defdf4917356">dynamics</a> () const=0</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Returns the short-rate dynamics. <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="140a7c576c87942d7f5a10db36affe8c"></a><!-- doxytag: member="QuantLib::TwoFactorModel::tree" ref="140a7c576c87942d7f5a10db36affe8c" args="(const TimeGrid &grid) const " -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_numerical_method.html">NumericalMethod</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_two_factor_model.html#140a7c576c87942d7f5a10db36affe8c">tree</a> (const <a class="el" href="class_quant_lib_1_1_time_grid.html">TimeGrid</a> &grid) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a two-dimensional trinomial tree. <br></td></tr>
<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_two_factor_model_1_1_short_rate_dynamics.html">ShortRateDynamics</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Class describing the dynamics of the two state variables. <a href="class_quant_lib_1_1_two_factor_model_1_1_short_rate_dynamics.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_two_factor_model_1_1_short_rate_tree.html">ShortRateTree</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Recombining two-dimensional tree discretizing the state variable. <a href="class_quant_lib_1_1_two_factor_model_1_1_short_rate_tree.html#_details">More...</a><br></td></tr>
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