- QuantLib
- TreeCallableFixedRateBondEngine
 
Numerical lattice engine for callable fixed rate bonds. More...
#include <ql/experimental/callablebonds/treecallablebondengine.hpp>

| Public Member Functions | |
| void | calculate () const | 
| Constructors | |
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| 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.