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<div class="title">Vasicek::Dynamics Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::Vasicek::Dynamics" --><!-- doxytag: inherits="QuantLib::OneFactorModel::ShortRateDynamics" -->
<p>Short-rate dynamics in the Vasicek model.
<a href="class_quant_lib_1_1_vasicek_1_1_dynamics.html#details">More...</a></p>
<p><code>#include <ql/models/shortrate/onefactormodels/vasicek.hpp></code></p>
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Inheritance diagram for Vasicek::Dynamics:</div>
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<area shape="rect" id="node2" href="class_quant_lib_1_1_one_factor_model_1_1_short_rate_dynamics.html" title="Base class describing the short-rate dynamics." alt="" coords="5,6,141,37"/></map>
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Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5dce670364e0706a1573c3a758856d90"></a><!-- doxytag: member="QuantLib::Vasicek::Dynamics::Dynamics" ref="a5dce670364e0706a1573c3a758856d90" args="(Real a, Real b, Real sigma, Real r0)" -->
 </td><td class="memItemRight" valign="bottom"><b>Dynamics</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> b, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> sigma, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> r0)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4d96c2f86c87ab3ce822d6b3453a7348"></a><!-- doxytag: member="QuantLib::Vasicek::Dynamics::variable" ref="a4d96c2f86c87ab3ce822d6b3453a7348" args="(Time, Rate r) const " -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_vasicek_1_1_dynamics.html#a4d96c2f86c87ab3ce822d6b3453a7348">variable</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> r) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Compute state variable from short rate. <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af27a7a114190fb434f373a1427cca1fe"></a><!-- doxytag: member="QuantLib::Vasicek::Dynamics::shortRate" ref="af27a7a114190fb434f373a1427cca1fe" args="(Time, Real x) const " -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_vasicek_1_1_dynamics.html#af27a7a114190fb434f373a1427cca1fe">shortRate</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Compute short rate from state variable. <br/></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Short-rate dynamics in the Vasicek model. </p>
<p>The short-rate follows an Ornstein-Uhlenbeck process with mean <img class="formulaInl" alt="$ b $" src="form_48.png"/>. </p>
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