QuantLib 0.3.6 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Version history Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Deprecated Features

TermStructureConsistentModel Class Reference #include <ql/ShortRateModels/model.hpp> Inheritance diagram for TermStructureConsistentModel: [legend]List of all members. Detailed Description Term-structure consistent model class. This is a base class for models that can reprice exactly any discount bond. Public Member Functions   TermStructureConsistentModel (const RelinkableHandle< TermStructure > &termStructure) const RelinkableHandle< TermStructure > &  termStructure () const

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