TreeCallableZeroCouponBondEngine Class Reference

Numerical lattice engine for callable zero coupon bonds. More...

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

Inheritance diagram for TreeCallableZeroCouponBondEngine:

List of all members.

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.