blackcallablebondengine (3) - Linux Manuals

blackcallablebondengine: Black-formula callable bond engines.

NAME

ql/experimental/callablebonds/blackcallablebondengine.hpp - Black-formula callable bond engines.

SYNOPSIS

#include <ql/experimental/callablebonds/callablebond.hpp>
#include <ql/experimental/callablebonds/callablebondvolstructure.hpp>

Classes

class BlackCallableFixedRateBondEngine
Black-formula callable fixed rate bond engine.
class BlackCallableZeroCouponBondEngine
Black-formula callable zero coupon bond engine.

Detailed Description

Black-formula callable bond engines.

Author

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