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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