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

BlackKarasinski Class Reference #include <ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp> Inheritance diagram for BlackKarasinski: [legend]List of all members. Detailed Description Standard Black-Karasinski model class. This class implements the standard Black-Karasinski model defined by where and are constants. Public Member Functions   BlackKarasinski (const RelinkableHandle< TermStructure > &termStructure, double a=0.1, double sigma=0.1) Handle< ShortRateDynamics >  dynamics () const   returns the short-rate dynamics Handle< Lattice >  tree (const TimeGrid &grid) const   Return by default a trinomial recombining tree.

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