24#ifndef quantlib_tree_callable_bond_engine_hpp
25#define quantlib_tree_callable_bond_engine_hpp
36 CallableBond::results> {
44 const ext::shared_ptr<ShortRateModel>&,
48 const ext::shared_ptr<ShortRateModel>&,
66 const ext::shared_ptr<ShortRateModel>& model,
73 const ext::shared_ptr<ShortRateModel>& model,
Shared handle to an observable.
Engine for a short-rate model specialized on a lattice.
Numerical lattice engine for callable fixed rate bonds.
void calculate() const override
Handle< YieldTermStructure > termStructure_
void calculateWithSpread(Spread s) const
Numerical lattice engine for callable zero coupon bonds.
TreeCallableZeroCouponBondEngine(const ext::shared_ptr< ShortRateModel > &model, const TimeGrid &timeGrid, const Handle< YieldTermStructure > &termStructure=Handle< YieldTermStructure >())
TreeCallableZeroCouponBondEngine(const ext::shared_ptr< ShortRateModel > &model, const Size timeSteps, const Handle< YieldTermStructure > &termStructure=Handle< YieldTermStructure >())
Real Spread
spreads on interest rates
std::size_t Size
size of a container
Engine for a short-rate model specialized on a lattice.