quantlib.models.shortrate.onefactor_model.ShortRateDynamics

class ShortRateDynamics

Bases: object

__init__()

Methods

__init__()
short_rate(self, Time t, Real variable)
variable(self, Time t, Rate r)

Attributes

process

short_rate(self, Time t, Real variable)

variable(self, Time t, Rate r)