org.jquantlib.model.shortrate.twofactormodels

Class TwoFactorModel

java.lang.Object

org.jquantlib.model.CalibratedModel

org.jquantlib.model.shortrate.ShortRateModel

org.jquantlib.model.shortrate.twofactormodels.TwoFactorModel

All Implemented Interfaces:

Observable, Observer

Direct Known Subclasses:

G2

public abstract class TwoFactorModel
extends ShortRateModel

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
class	TwoFactorModel.ShortRateDynamics
class	TwoFactorModel.ShortRateTree

Constructor Summary

Constructors

Constructor and Description
TwoFactorModel(int nParams)

Method Summary

Modifier and Type	Method and Description
abstract TwoFactorModel.ShortRateDynamics	dynamics()
Lattice	tree(TimeGrid grid)

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

TwoFactorModel

public TwoFactorModel(int nParams)

Method Detail

dynamics

public abstract TwoFactorModel.ShortRateDynamics dynamics()

tree

public Lattice tree(TimeGrid grid)

Specified by:

tree in class ShortRateModel