/*
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.
 */
package org.jquantlib.model.shortrate.onefactormodels;

import org.jquantlib.quotes.Handle;
import org.jquantlib.termstructures.YieldTermStructure;
import org.jquantlib.util.Observable;

/**
 * Term-structure consistent model class
 * 

 * This is a base class for models that can reprice exactly any discount bond.
 *
 * @category shortrate
 *
 * @author Praneet Tiwari
 */
public interface TermStructureConsistentModel extends Observable {

    public Handle termStructure();
}