treecallablebondengine (3) Linux Manual Page

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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