TermStructureConsistentModel Class Reference

Term-structure consistent model class. More...

#include <ql/models/model.hpp>

Inheritance diagram for TermStructureConsistentModel:

Public Member Functions

 TermStructureConsistentModel (const Handle< YieldTermStructure > &termStructure)
 
const Handle
< YieldTermStructure > & 
termStructure () const
 
- Public Member Functions inherited from Observable
 Observable (const Observable &)
 
Observableoperator= (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.