- QuantLib
- TreeSwaptionEngine
Numerical lattice engine for swaptions. More...
#include <ql/pricingengines/swaption/treeswaptionengine.hpp>

Public Member Functions | |
| void | calculate () const |
Constructors | |
| |
| TreeSwaptionEngine (const boost::shared_ptr< ShortRateModel > &, Size timeSteps, const Handle< YieldTermStructure > &termStructure=Handle< YieldTermStructure >()) | |
| TreeSwaptionEngine (const boost::shared_ptr< ShortRateModel > &, const TimeGrid &timeGrid, const Handle< YieldTermStructure > &termStructure=Handle< YieldTermStructure >()) | |
| TreeSwaptionEngine (const Handle< ShortRateModel > &, Size timeSteps, const Handle< YieldTermStructure > &termStructure=Handle< YieldTermStructure >()) | |
Numerical lattice engine for swaptions.
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