QuantLib_BinomialConvertibleEngine (3) Linux Manual Page
QuantLib::BinomialConvertibleEngine – Binomial Tsiveriotis-Fernandes engine for convertible bonds.
Synopsis
#include <ql/pricingengines/hybrid/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.