DiscretizedDiscountBond and Tree
Posted by
koray sarıteke on
URL: http://quantlib.414.s1.nabble.com/DiscretizedDiscountBond-and-Tree-tp1230.html
I
am going to write tree enigne for bond -like TreeVanillaSwapEngine-
but DiscretizedDiscountBond
class membership function mandatoryTimes()
returns empty vector. I am going to use HullWhite::tree
for tree.
How
can I form timeGrid
for bond.
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