TreeCallableZeroCouponBondEngine (3) Linux Manual Page

QuantLib::TreeCallableZeroCouponBondEngine – Numerical lattice engine for callable zero coupon bonds.

Synopsis

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

Inherits QuantLib::TreeCallableFixedRateBondEngine.

Public Member Functions

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

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

Detailed Description

Numerical lattice engine for callable zero coupon bonds.

Author

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