Base class describing the short-rate dynamics. More...
#include <ql/models/shortrate/onefactormodel.hpp>
 Inheritance diagram for OneFactorModel::ShortRateDynamics:
 Inheritance diagram for OneFactorModel::ShortRateDynamics:| Public Member Functions | |
| ShortRateDynamics (const boost::shared_ptr< StochasticProcess1D > &process) | |
| virtual Real | variable (Time t, Rate r) const =0 | 
| Compute state variable from short rate. | |
| virtual Rate | shortRate (Time t, Real variable) const =0 | 
| Compute short rate from state variable. | |
| const boost::shared_ptr< StochasticProcess1D > & | process () | 
| Returns the risk-neutral dynamics of the state variable. | |
Base class describing the short-rate dynamics.