callablebond (3) - Linux Manuals

callablebond: callable bond classes

NAME

ql/experimental/callablebonds/callablebond.hpp - callable bond classes

SYNOPSIS


#include <ql/time/schedule.hpp>
#include <ql/pricingengine.hpp>
#include <ql/instruments/bond.hpp>
#include <ql/instruments/callabilityschedule.hpp>
#include <ql/cashflows/fixedratecoupon.hpp>
#include <ql/quotes/simplequote.hpp>

Classes


class CallableBond
Callable bond base class.
class results
results for a callable bond calculation
class engine
base class for callable fixed rate bond engine
class CallableFixedRateBond
callable/puttable fixed rate bond
class CallableZeroCouponBond
callable/puttable zero coupon bond

Detailed Description

callable bond classes

Author

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