latticeshortratemodelengine.hpp

Langue: en

Autres versions - même langue

Version: 169118 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/pricingengines/latticeshortratemodelengine.hpp - Engine for a short-rate model specialized on a lattice.

SYNOPSIS


#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.

Detailed Description

Engine for a short-rate model specialized on a lattice.

Author

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