Interface ITermStructureConsistentModel
A term-structure consistent model: one that can reprice exactly any discount bond of its curve.
public interface ITermStructureConsistentModelRemarks
QuantLib's TermStructureConsistentModel, a base its models derive from beside their class base, is an interface.
Properties
TermStructure
Gets the curve the model fits.
YieldTermStructure TermStructure { get; }