ql/models/shortrate/onefactormodels/blackkarasinski.hpp File Reference

Black-Karasinski model. More...

#include <ql/models/shortrate/onefactormodel.hpp>
#include <ql/processes/ornsteinuhlenbeckprocess.hpp>
Include dependency graph for blackkarasinski.hpp:

Classes

class  BlackKarasinski
 Standard Black-Karasinski model class. More...
class  BlackKarasinski::Dynamics
 Short-rate dynamics in the Black-Karasinski model. More...

Detailed Description

Black-Karasinski model.