blackcallablebondengine.hpp

Langue: en

Autres versions - même langue

Version: 151396 (fedora - 04/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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