BinomialConvertibleEngine< T > Class Template Reference

Binomial Tsiveriotis-Fernandes engine for convertible bonds. More...

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

Inherits ConvertibleBond::option::engine.

Public Member Functions
	BinomialConvertibleEngine (const ext::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.