- QuantLib
- TreeCallableFixedRateBondEngine
Numerical lattice engine for callable fixed rate bonds. More...
#include <ql/experimental/callablebonds/treecallablebondengine.hpp>
Public Member Functions | |
void | calculate () const |
Constructors | |
| |
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 >()) |
Numerical lattice engine for callable fixed rate bonds.