org.jquantlib.model.shortrate

Class ShortRateModel

java.lang.Object

org.jquantlib.model.CalibratedModel

org.jquantlib.model.shortrate.ShortRateModel

All Implemented Interfaces:

Observable, Observer

Direct Known Subclasses:

OneFactorModel, TwoFactorModel

public abstract class ShortRateModel
extends CalibratedModel

Abstract short-rate model class

Constructor Summary

Constructors

Constructor and Description
ShortRateModel(int nArguments)

Method Summary

Modifier and Type	Method and Description
abstract Lattice	tree(TimeGrid ref)

Methods inherited from class org.jquantlib.model.CalibratedModel

addObserver, calibrate, constraint, countObservers, deleteObserver, deleteObservers, endCriteria, getObservers, notifyObservers, notifyObservers, params, setParams, update, value

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ShortRateModel

public ShortRateModel(int nArguments)

Method Detail

tree

public abstract Lattice tree(TimeGrid ref)