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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_one_factor_model.html">OneFactorModel</a> </li>
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<a href="#pub-methods">Public Member Functions</a> </div>
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<div class="title">OneFactorModel Class Reference<div class="ingroups"><a class="el" href="group__shortrate.html">Short-rate modelling framework</a></div></div> </div>
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<!-- doxytag: class="QuantLib::OneFactorModel" --><!-- doxytag: inherits="QuantLib::ShortRateModel" -->
<p>Single-factor short-rate model abstract class.
<a href="class_quant_lib_1_1_one_factor_model.html#details">More...</a></p>
<p><code>#include <ql/models/shortrate/onefactormodel.hpp></code></p>
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Inheritance diagram for OneFactorModel:</div>
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<area shape="rect" id="node5" href="class_quant_lib_1_1_black_karasinski.html" title="Standard Black-Karasinski model class." alt="" coords="5,166,120,197"/><area shape="rect" id="node7" href="class_quant_lib_1_1_generalized_hull_white.html" title="Generalized Hull-White model class." alt="" coords="144,166,291,197"/><area shape="rect" id="node9" href="class_quant_lib_1_1_one_factor_affine_model.html" title="Single-factor affine base class." alt="" coords="315,166,464,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_short_rate_model.html" title="Abstract short-rate model class." alt="" coords="160,6,275,37"/></map>
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<p><a href="class_quant_lib_1_1_one_factor_model-members.html">List of all members.</a></p>
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<tr><td class="memItemLeft" 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" 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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Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9063908949ff755f1a8ac0562b05d6a0"></a><!-- doxytag: member="QuantLib::OneFactorModel::OneFactorModel" ref="a9063908949ff755f1a8ac0562b05d6a0" args="(Size nArguments)" -->
 </td><td class="memItemRight" valign="bottom"><b>OneFactorModel</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> nArguments)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a72b4214fbe5a64ae836f4e29f33d30cc"></a><!-- doxytag: member="QuantLib::OneFactorModel::dynamics" ref="a72b4214fbe5a64ae836f4e29f33d30cc" args="() const =0" -->
virtual boost::shared_ptr<br class="typebreak"/>
< <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#a72b4214fbe5a64ae836f4e29f33d30cc">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" align="right" valign="top"><a class="anchor" id="a14130554fc69efb397b13bff53cc5eeb"></a><!-- doxytag: member="QuantLib::OneFactorModel::tree" ref="a14130554fc69efb397b13bff53cc5eeb" 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#a14130554fc69efb397b13bff53cc5eeb">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>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Single-factor short-rate model abstract class. </p>
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