QuantLib: OneFactorModel::ShortRateDynamics Class Reference

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

# OneFactorModel::ShortRateDynamics Class Reference

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

Inheritance diagram for OneFactorModel::ShortRateDynamics:

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List of all members.

## Detailed Description

Base class describing the short-rate dynamics.

## Public Member Functions
| ShortRateDynamics (const boost::shared_ptr< StochasticProcess1D > &process)
virtual Real | variable (Time t, Rate r) const =0
| Compute state variable from short rate.
virtual Rate | shortRate (Time t, Real variable) const =0
| Compute short rate from state variable.
const boost::shared_ptr < StochasticProcess1D > & | process ()
| Returns the risk-neutral dynamics of the state variable.