latticeshortratemodelengine (3) - Linux Manuals

latticeshortratemodelengine: Engine for a short-rate model specialized on a lattice.

NAME

ql/pricingengines/latticeshortratemodelengine.hpp - Engine for a short-rate model specialized on a lattice.

SYNOPSIS

#include <ql/models/model.hpp>
#include <ql/pricingengines/genericmodelengine.hpp>

Classes

class LatticeShortRateModelEngine< Arguments, Results >
Engine for a short-rate model specialized on a lattice.

Detailed Description

Engine for a short-rate model specialized on a lattice.

Author

Generated automatically by Doxygen for QuantLib from the source code.