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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_one_factor_model.html">OneFactorModel</a></div>
<h1>OneFactorModel Class Reference<br>
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[<a class="el" href="group__shortrate.html">Short-rate modelling framework</a>]</small>
</h1><!-- doxytag: class="QuantLib::OneFactorModel" --><!-- doxytag: inherits="QuantLib::ShortRateModel" --><code>#include <ql/models/shortrate/onefactormodel.hpp></code>
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Inheritance diagram for OneFactorModel:</div>
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<area shape="rect" href="class_quant_lib_1_1_black_karasinski.html" title="Standard Black-Karasinski model class." alt="" coords="5,161,123,188"><area shape="rect" href="class_quant_lib_1_1_one_factor_affine_model.html" title="Single-factor affine base class." alt="" coords="147,161,312,188"><area shape="rect" href="class_quant_lib_1_1_short_rate_model.html" title="Abstract short-rate model class." alt="" coords="84,7,209,33"></map>
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<a href="class_quant_lib_1_1_one_factor_model-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Single-factor short-rate model abstract class.
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<table border="0" cellpadding="0" cellspacing="0">
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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="9063908949ff755f1a8ac0562b05d6a0"></a><!-- doxytag: member="QuantLib::OneFactorModel::OneFactorModel" ref="9063908949ff755f1a8ac0562b05d6a0" args="(Size nArguments)" -->
</td><td class="memItemRight" valign="bottom"><b>OneFactorModel</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> nArguments)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="72b4214fbe5a64ae836f4e29f33d30cc"></a><!-- doxytag: member="QuantLib::OneFactorModel::dynamics" ref="72b4214fbe5a64ae836f4e29f33d30cc" args="() const =0" -->
virtual boost::shared_ptr<br>
< <a class="el" href="class_quant_lib_1_1_one_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_one_factor_model.html#72b4214fbe5a64ae836f4e29f33d30cc">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="14130554fc69efb397b13bff53cc5eeb"></a><!-- doxytag: member="QuantLib::OneFactorModel::tree" ref="14130554fc69efb397b13bff53cc5eeb" args="(const TimeGrid &grid) const " -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_lattice.html">Lattice</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_factor_model.html#14130554fc69efb397b13bff53cc5eeb">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">Return by default a trinomial recombining 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_one_factor_model_1_1_short_rate_dynamics.html">ShortRateDynamics</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base class describing the short-rate dynamics. <a href="class_quant_lib_1_1_one_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_one_factor_model_1_1_short_rate_tree.html">ShortRateTree</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Recombining trinomial tree discretizing the state variable. <a href="class_quant_lib_1_1_one_factor_model_1_1_short_rate_tree.html#_details">More...</a><br></td></tr>
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