LatticeShortRateModelEngine (3) Linux Manual Page
NAME
ql/pricingengines/latticeshortratemodelengine.hpp – Engine for a short-rate model specialized on a lattice.
SYNOPSIS
#include <ql/models/model.hpp>
#include <ql/pricingengines/genericmodelengine.hpp>
Classes
class LatticeShortRateModelEngine< Arguments, Results >
Engine for a short-rate model specialized on a lattice.
Detailed Description
Engine for a short-rate model specialized on a lattice.
Author
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