QuantLib_TreeCallableZeroCouponBondEngine

Langue: en

Autres versions - même langue

Version: 384122 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::TreeCallableZeroCouponBondEngine -

Numerical lattice engine for callable zero coupon bonds.

SYNOPSIS


#include <ql/experimental/callablebonds/treecallablebondengine.hpp>

Inherits QuantLib::TreeCallableFixedRateBondEngine.

Public Member Functions


TreeCallableZeroCouponBondEngine (const boost::shared_ptr< ShortRateModel > &model, const Size timeSteps, const Handle< YieldTermStructure > &termStructure=Handle< YieldTermStructure >())

TreeCallableZeroCouponBondEngine (const boost::shared_ptr< ShortRateModel > &model, const TimeGrid &timeGrid, const Handle< YieldTermStructure > &termStructure=Handle< YieldTermStructure >())

Detailed Description

Numerical lattice engine for callable zero coupon bonds.

Author

Generated automatically by Doxygen for QuantLib from the source code.