quantlib.models.shortrate.onefactor_model.

ShortRateDynamics

class ShortRateDynamics

Bases: object

Base class describing the short-rate dynamics

Attributes:

process

Returns the risk_neutral dynamics of the state variable

Methods

short_rate(self, Time t, Real variable)	Compute short rate from state variable
variable(self, Time t, Rate r)	Compute state variable from short rate