TreeCallableFixedRateBondEngine Class Reference

Numerical lattice engine for callable fixed rate bonds. More...

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

Inheritance diagram for TreeCallableFixedRateBondEngine:

List of all members.

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.