CallableBond (3) Linux Manual Page
ql/experimental/callablebonds/callablebond.hpp – callable bond classes
Synopsis
#include <ql/time/schedule.hpp>#include <ql/pricingengine.hpp>
#include <ql/instruments/bond.hpp>
#include <ql/instruments/callabilityschedule.hpp>
#include <ql/cashflows/fixedratecoupon.hpp>
#include <ql/quotes/simplequote.hpp>
Classes
class CallableBondCallable bond base class.
class results
results for a callable bond calculation
class engine
base class for callable fixed rate bond engine
class CallableFixedRateBond
callable/puttable fixed rate bond
class CallableZeroCouponBond
callable/puttable zero coupon bond
