TreeCallableZeroCouponBondEngine Class Reference
Numerical lattice engine for callable zero coupon bonds. More...
#include <ql/experimental/callablebonds/treecallablebondengine.hpp>
Inheritance diagram for TreeCallableZeroCouponBondEngine:

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.