quantlib.models.shortrate.onefactor_model.OneFactorAffineModel

class OneFactorAffineModel

Bases: OneFactorModel

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
discount_bond(self, Time now, Time maturity, ...)
discount_bond_option(self, ...)
params(self)
set_params(self, Array params)

Attributes

dynamics

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

discount_bond_option(self, OptionType option_type, Real strike, Time maturity, Time bond_maturity)