Engine for a short-rate model specialized on a lattice. More...
#include <ql/models/model.hpp>
#include <ql/pricingengines/genericmodelengine.hpp>
Classes | |
class | LatticeShortRateModelEngine< Arguments, Results > |
Engine for a short-rate model specialized on a lattice. More... |
Engine for a short-rate model specialized on a lattice.