QuantLib_BinomialConvertibleEngine man page

BinomialConvertibleEngine< T > — Binomial Tsiveriotis-Fernandes engine for convertible bonds.

Synopsis

#include <ql/experimental/convertiblebonds/binomialconvertibleengine.hpp>

Inherits ConvertibleBond::option::engine.

Public Member Functions

BinomialConvertibleEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps)

void calculate () const

Detailed Description

template<class T>

class QuantLib::BinomialConvertibleEngine< T >" Binomial Tsiveriotis-Fernandes engine for convertible bonds.

Examples: ConvertibleBonds.cpp.

Author

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Referenced By

BinomialConvertibleEngine(3) is an alias of QuantLib_BinomialConvertibleEngine(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib