TreeCallableZeroCouponBondEngine (3) - Linux Manuals

TreeCallableZeroCouponBondEngine: Numerical lattice engine for callable zero coupon bonds.

Command to display TreeCallableZeroCouponBondEngine manual in Linux: $ man 3 TreeCallableZeroCouponBondEngine

NAME

QuantLib::TreeCallableZeroCouponBondEngine - Numerical lattice engine for callable zero coupon bonds.

SYNOPSIS

#include <ql/experimental/callablebonds/treecallablebondengine.hpp>

Inherits QuantLib::TreeCallableFixedRateBondEngine.

Public Member Functions

TreeCallableZeroCouponBondEngine (const boost::shared_ptr< ShortRateModel > &model, const Size timeSteps, const Handle< YieldTermStructure > &termStructure=Handle< YieldTermStructure >())

TreeCallableZeroCouponBondEngine (const boost::shared_ptr< ShortRateModel > &model, const TimeGrid &timeGrid, const Handle< YieldTermStructure > &termStructure=Handle< YieldTermStructure >())

Detailed Description

Numerical lattice engine for callable zero coupon bonds.

Author

Generated automatically by Doxygen for QuantLib from the source code.