QuantLib_TreeCallableFixedRateBondEngine (3) - Linux Man Pages

QuantLib_TreeCallableFixedRateBondEngine: Numerical lattice engine for callable fixed rate bonds.

NAME

QuantLib::TreeCallableFixedRateBondEngine - Numerical lattice engine for callable fixed rate bonds.

SYNOPSIS


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

Inherits LatticeShortRateModelEngine< CallableBond::arguments, CallableBond::results >.

Inherited by TreeCallableZeroCouponBondEngine.

Public Member Functions


void calculate () const

Constructors
Note:

the term structure is only needed when the short-rate model cannot provide one itself.


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

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

Detailed Description

Numerical lattice engine for callable fixed rate bonds.

Examples:

CallableBonds.cpp.

Author

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