text: /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
  
  /*
   Copyright (C) 2008 Allen Kuo
  
   This file is part of QuantLib, a free-software/open-source library
   for financial quantitative analysts and developers - http://quantlib.org/
  
   QuantLib is free software: you can redistribute it and/or modify it
   under the terms of the QuantLib license.  You should have received a
   copy of the license along with this program; if not, please email
   <quantlib-dev@lists.sf.net>. The license is also available online at
   <http://quantlib.org/license.shtml>.
  
   This program is distributed in the hope that it will be useful, but WITHOUT
   ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
   FOR A PARTICULAR PURPOSE.  See the license for more details.
  */
  
  /*! \file treecallablebondengine.hpp
      \brief Numerical lattice engines for callable/puttable bonds
  */
  
  #ifndef quantlib_tree_callable_bond_engine_hpp
  #define quantlib_tree_callable_bond_engine_hpp
  
  #include <ql/experimental/callablebonds/callablebond.hpp>
  #include <ql/pricingengines/latticeshortratemodelengine.hpp>
  
  namespace QuantLib {
  
      //! Numerical lattice engine for callable fixed rate bonds
      /*! \ingroup callablebondengines */
      class TreeCallableFixedRateBondEngine
          : public LatticeShortRateModelEngine<CallableBond::arguments,
                                               CallableBond::results> {
        public:
          /*! \name Constructors
              \note the term structure is only needed when the short-rate
                    model cannot provide one itself.
          */
          //@{
          TreeCallableFixedRateBondEngine(
                             const boost::shared_ptr<ShortRateModel>&,
                             const Size timeSteps,
                             const Handle<YieldTermStructure>& termStructure =
                                                   Handle<YieldTermStructure>());
          TreeCallableFixedRateBondEngine(
                             const boost::shared_ptr<ShortRateModel>&,
                             const TimeGrid& timeGrid,
                             const Handle<YieldTermStructure>& termStructure =
                                                   Handle<YieldTermStructure>()) ;
          //@}
          void calculate() const;
        private:
          void calculateWithSpread(Spread s) const;
          Handle<YieldTermStructure> termStructure_;
      };
  
      //! Numerical lattice engine for callable zero coupon bonds
      /*! \ingroup callablebondengines */
      class TreeCallableZeroCouponBondEngine
          : public TreeCallableFixedRateBondEngine {
  
        public:
          TreeCallableZeroCouponBondEngine(
                             const boost::shared_ptr<ShortRateModel>& model,
                             const Size timeSteps,
                             const Handle<YieldTermStructure>& termStructure =
                                                   Handle<YieldTermStructure>())
          : TreeCallableFixedRateBondEngine(model, timeSteps, termStructure) {}
  
          TreeCallableZeroCouponBondEngine(
                                 const boost::shared_ptr<ShortRateModel>& model,
                                 const TimeGrid& timeGrid,
                             const Handle<YieldTermStructure>& termStructure =
                                                   Handle<YieldTermStructure>())
          : TreeCallableFixedRateBondEngine(model, timeGrid, termStructure) {}
      };
  
  }
  
  #endif
  