TermStructureConsistentModel Class Reference

Term-structure consistent model class. More...

#include <model.hpp>

Inheritance diagram for TermStructureConsistentModel:

Collaboration diagram for TermStructureConsistentModel:

Public Member Functions
	TermStructureConsistentModel (Handle< YieldTermStructure > termStructure)
const Handle< YieldTermStructure > &	termStructure () const
Public Member Functions inherited from Observable
	Observable ()
	Observable (const Observable &)
Observable &	operator= (const Observable &)
	Observable (Observable &&)=delete
Observable &	operator= (Observable &&)=delete
virtual	~Observable ()=default
void	notifyObservers ()

Private Attributes
Handle< YieldTermStructure >	termStructure_

Detailed Description

Term-structure consistent model class.

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

Definition at line 73 of file model.hpp.

Constructor & Destructor Documentation

TermStructureConsistentModel()

TermStructureConsistentModel

(

Handle< YieldTermStructure >

termStructure

)

Definition at line 75 of file model.hpp.

Member Function Documentation

termStructure()

const Handle< YieldTermStructure > & termStructure

(

)

const

Definition at line 77 of file model.hpp.

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Member Data Documentation

termStructure_

Handle<YieldTermStructure> termStructure_

private

Definition at line 81 of file model.hpp.