QuantLib_TreeCallableZeroCouponBondEngine man page

TreeCallableZeroCouponBondEngine — Numerical lattice engine for callable zero coupon bonds.

Synopsis

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

Inherits 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 >())

Additional Inherited Members

Detailed Description

Numerical lattice engine for callable zero coupon bonds.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

TreeCallableZeroCouponBondEngine(3) is an alias of QuantLib_TreeCallableZeroCouponBondEngine(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib