treecallablebondengine (3) - Linux Manuals

treecallablebondengine: Numerical lattice engines for callable/puttable bonds.

NAME

ql/experimental/callablebonds/treecallablebondengine.hpp - Numerical lattice engines for callable/puttable bonds.

SYNOPSIS

#include <ql/experimental/callablebonds/callablebond.hpp>
#include <ql/pricingengines/latticeshortratemodelengine.hpp>

Classes

class TreeCallableFixedRateBondEngine
Numerical lattice engine for callable fixed rate bonds.
class TreeCallableZeroCouponBondEngine
Numerical lattice engine for callable zero coupon bonds.

Detailed Description

Numerical lattice engines for callable/puttable bonds.

Author

Generated automatically by Doxygen for QuantLib from the source code.