LatticeShortRateModelEngine (3) Linux Manual Page

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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