/*
Copyright (C) 2008 Praneet Tiwari

This source code is release under the BSD License.

This file is part of JQuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://jquantlib.org/

JQuantLib is free software: you can redistribute it and/or modify it
under the terms of the JQuantLib license.  You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.

This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE.  See the license for more details.

JQuantLib is based on QuantLib. http://quantlib.org/
When applicable, the original copyright notice follows this notice.
 */

/*
 Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb
 Copyright (C) 2005, 2007 StatPro Italia srl

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 . The license is also available online at
 .

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
package org.jquantlib.model.shortrate;

import org.jquantlib.lang.annotation.QualityAssurance;
import org.jquantlib.lang.annotation.QualityAssurance.Quality;
import org.jquantlib.lang.annotation.QualityAssurance.Version;
import org.jquantlib.methods.lattices.Lattice;
import org.jquantlib.model.CalibratedModel;
import org.jquantlib.time.TimeGrid;


/**
 * Abstract short-rate model class
 * 
 * @category shortrate
 * 
 * @author Praneet Tiwari
 */
@QualityAssurance(quality=Quality.Q3_DOCUMENTATION, version=Version.V097, reviewers="Richard Gomes")
public abstract class ShortRateModel extends CalibratedModel {

    //
    // public methods
    //

    public ShortRateModel(final int nArguments) {
        super(nArguments);
    }


    //
    // public abstract methods
    //

    public abstract  Lattice tree(final TimeGrid  ref) /* @ReadOnly */ ;

}