quantlib.models.shortrate.onefactor_model.OneFactorAffineModel

class OneFactorAffineModel

Bases: OneFactorModel

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
discount_bound(self, Time now, ...)
params(self)
set_params(self, Array params)

Attributes

dynamics

discount_bound(self, Time now, Time maturity, Rate rate)