TreeCallableFixedRateBondEngine (3) Linux Manual Page
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.