treecallablebondengine.hpp

Langue: en

Autres versions - même langue

Version: 382018 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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

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