TreeCallableFixedRateBondEngine Class Reference

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

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

Inheritance diagram for TreeCallableFixedRateBondEngine:

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 >())
 
- Public Member Functions inherited from LatticeShortRateModelEngine< CallableBond::arguments, CallableBond::results >
 LatticeShortRateModelEngine (const boost::shared_ptr< ShortRateModel > &model, Size timeSteps)
 
 LatticeShortRateModelEngine (const Handle< ShortRateModel > &model, Size timeSteps)
 
 LatticeShortRateModelEngine (const boost::shared_ptr< ShortRateModel > &model, const TimeGrid &timeGrid)
 
void update ()
 
- Public Member Functions inherited from GenericModelEngine< ShortRateModel, CallableBond::arguments, CallableBond::results >
 GenericModelEngine (const Handle< ShortRateModel > &model=Handle< ShortRateModel >())
 
 GenericModelEngine (const boost::shared_ptr< ShortRateModel > &model)
 
- Public Member Functions inherited from GenericEngine< CallableBond::arguments, CallableBond::results >
PricingEngine::arguments * getArguments () const
 
const PricingEngine::results * getResults () const
 
void reset ()
 
- Public Member Functions inherited from Observer
 Observer (const Observer &)
 
Observeroperator= (const Observer &)
 
std::pair< std::set
< boost::shared_ptr
< Observable > >::iterator,
bool > 
registerWith (const boost::shared_ptr< Observable > &)
 
Size unregisterWith (const boost::shared_ptr< Observable > &)
 
void unregisterWithAll ()
 

Additional Inherited Members

- Protected Attributes inherited from LatticeShortRateModelEngine< CallableBond::arguments, CallableBond::results >
TimeGrid timeGrid_
 
Size timeSteps_
 
boost::shared_ptr< Latticelattice_
 

Detailed Description

Numerical lattice engine for callable fixed rate bonds.

Examples:
CallableBonds.cpp.