Qu'est-ce que « Heath–Jarrow–Morton framework » ?

The Heath–Jarrow–Morton framework (1992) models the whole instantaneous forward curve: for each maturity $T$, $df(t,T) = \alpha(t,T)\,dt+\sigma_f(t,T)\,dW_t$ under $\mathbb Q$, starting from today’s curve $f(0,T)$, with volatilities $\sigma_f(t,T)$ chosen freely (vectors for several factors).