treecapfloorengine.hpp

Langue: en

Autres versions - même langue

Version: 375271 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/pricingengines/capfloor/treecapfloorengine.hpp -

Numerical lattice engine for cap/floors.

SYNOPSIS


#include <ql/instruments/capfloor.hpp>
#include <ql/pricingengines/latticeshortratemodelengine.hpp>

Classes


class TreeCapFloorEngine
Numerical lattice engine for cap/floors.

Detailed Description

Numerical lattice engine for cap/floors.

Author

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