- QuantLib
- AffineModel
Affine model class. More...
#include <ql/models/model.hpp>

Public Member Functions | |
| virtual DiscountFactor | discount (Time t) const =0 |
| Implied discount curve. | |
| virtual Real | discountBond (Time now, Time maturity, Array factors) const =0 |
| virtual Real | discountBondOption (Option::Type type, Real strike, Time maturity, Time bondMaturity) const =0 |
Affine model class.
Base class for analytically tractable models.