Term-structure consistent model class. More...
#include <ql/models/model.hpp>
Inheritance diagram for TermStructureConsistentModel:Public Member Functions | |
| TermStructureConsistentModel (const Handle< YieldTermStructure > &termStructure) | |
| const Handle< YieldTermStructure > & | termStructure () const |
Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| void | notifyObservers () |
Term-structure consistent model class.
This is a base class for models that can reprice exactly any discount bond.