org.jquantlib.model.shortrate.onefactormodels

Interface TermStructureConsistentModel

All Superinterfaces:

Observable

All Known Implementing Classes:

BlackKarasinski, G2, HullWhite

public interface TermStructureConsistentModel
extends Observable

Term-structure consistent model class

This is a base class for models that can reprice exactly any discount bond.

Method Summary

Modifier and Type	Method and Description
Handle<YieldTermStructure>	termStructure()

Methods inherited from interface org.jquantlib.util.Observable

addObserver, countObservers, deleteObserver, deleteObservers, getObservers, notifyObservers, notifyObservers

Method Detail

termStructure

Handle<YieldTermStructure> termStructure()