QuantLib: TermStructureConsistentModel Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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TermStructureConsistentModel Class Reference
Short-rate modelling framework

Term-structure consistent model class. More...

`#include <ql/models/model.hpp>`

Inheritance diagram for TermStructureConsistentModel:
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## Public Member Functions
| TermStructureConsistentModel (const Handle< YieldTermStructure > &termStructure)
const Handle< YieldTermStructure > & | termStructure () const
Public Member Functions inherited from Observable
| Observable (const Observable &)
Observable & | operator= (const Observable &)
void | notifyObservers ()

## Detailed Description

Term-structure consistent model class.

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