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QuantLib_TreeCallableZeroCouponBondEngine
Langue: en
Version: 384122 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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
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