OneFactorAffineModel Class Reference

### A free/open-source library for quantitative finance

Public Member Functions | Protected Member Functions
OneFactorAffineModel Class Reference
Short-rate modelling framework

Single-factor affine base class. More...

`#include <ql/models/shortrate/onefactormodel.hpp>`

Inheritance diagram for OneFactorAffineModel:
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List of all members.

## Public Member Functions
| OneFactorAffineModel (Size nArguments)
virtual Real | discountBond (Time now, Time maturity, Array factors) const
Real | discountBond (Time now, Time maturity, Rate rate) const
DiscountFactor | discount (Time t) const
| Implied discount curve.
## Protected Member Functions
virtual Real | A (Time t, Time T) const =0
virtual Real | B (Time t, Time T) const =0

## Detailed Description

Single-factor affine base class.

Single-factor models with an analytical formula for discount bonds should inherit from this class. They must then implement the functions and such that