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  • Committer: Package Import Robot
  • Author(s): Dirk Eddelbuettel
  • Date: 2012-03-31 10:10:45 UTC
  • mfrom: (1.2.14)
  • Revision ID: package-import@ubuntu.com-20120331101045-60ilq20a9um9bzx3
Tags: 1.2-1
* New upstream release

* As before, re-packaged upstream file QuantLib-docs-1.2.html.tar.gz 
  as described in the copyright file included with the Debian package.

* debian/control: Updated Standards-Version: to current version 

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html/class_quant_lib_1_1_one_factor_model.html
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<title>OneFactorModel Class Reference</title>
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<h1>OneFactorModel Class Reference<div class="ingroups"><a class="el" href="group__shortrate.html">Short-rate modelling framework</a></div></h1>  </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" -->
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<p>Single-factor short-rate model abstract class.  
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<a href="#_details">More...</a></p>
 
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 <a href="class_quant_lib_1_1_one_factor_model.html#details">More...</a></p>
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<p><code>#include &lt;ql/models/shortrate/onefactormodel.hpp&gt;</code></p>
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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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Classes</h2></td></tr>
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<tr><td class="memItemLeft" align="right" valign="top">class &#160;</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>
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<tr><td class="mdescLeft">&#160;</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>
 
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<tr><td class="mdescLeft">&#160;</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>
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<tr><td class="memItemLeft" align="right" valign="top">class &#160;</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>
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<tr><td class="mdescLeft">&#160;</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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<tr><td class="mdescLeft">&#160;</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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<tr><td colspan="2"><h2><a name="pub-methods"></a>
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Public Member Functions</h2></td></tr>
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boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_lattice.html">Lattice</a> &gt;&#160;</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> &amp;grid) const </td></tr>
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<tr><td class="mdescLeft">&#160;</td><td class="mdescRight">Return by default a trinomial recombining tree. <br/></td></tr>
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</table>
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<hr/><a name="_details"></a><h2>Detailed Description</h2>
 
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
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<div class="textblock"><p>Single-factor short-rate model abstract class. </p>
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</div></div><!-- contents -->
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