QuantLib: AffineModel Class Reference

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

# AffineModel Class Reference
[Short-rate modelling framework]

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

Inheritance diagram for AffineModel:

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List of all members.

## Detailed Description

Affine model class.

Base class for analytically tractable models.

## Public Member Functions
virtual DiscountFactor | discount (Time t) const =0
| Implied discount curve.
virtual Real | discountBond (Time now, Time maturity, Array factors) const =0
virtual Real | discountBondOption (Option::Type type, Real strike, Time maturity, Time bondMaturity) const =0