QuantLib_TreeCallableFixedRateBondEngine man page

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 >())

Additional Inherited Members

Detailed Description

Numerical lattice engine for callable fixed rate bonds.

Examples: CallableBonds.cpp.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

TreeCallableFixedRateBondEngine(3) is an alias of QuantLib_TreeCallableFixedRateBondEngine(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib