- QuantLib
- TermStructureConsistentModel
Term-structure consistent model class. More...
#include <ql/models/model.hpp>
Public Member Functions | |
TermStructureConsistentModel (const Handle< YieldTermStructure > &termStructure) | |
const Handle < YieldTermStructure > & | termStructure () const |
Term-structure consistent model class.
This is a base class for models that can reprice exactly any discount bond.