QuantLib_BinomialConvertibleEngine

Langue: en

Autres versions - même langue

Version: 373041 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::BinomialConvertibleEngine -

Binomial Tsiveriotis-Fernandes engine for convertible bonds.

SYNOPSIS


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

Inherits QuantLib::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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