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.\" Man page contributed by Dirk Eddelbuettel <edd@debian.org>
.\" and released under the Quantlib license
.TH CONVERTIBLEBONDS 1 "25 February 2006" QuantLib
.SH NAME
ConvertibleBonds - Example of using QuantLib to value convertible bonds
.SH SYNOPSIS
.B ConvertibleBonds
.SH DESCRIPTION
.PP
.B ConvertibleBonds
is an example of using \fIQuantLib\fP.
For a given set of option parameters, it computes the value of a convertible
bond with an embedded put option for two different equity options types (with
european and american exercise features) using the Tsiveriotis-Fernandes
method with different implied tree algorithms.
The tree types are Jarrow-Rudd, Cox-Ross-Rubinstein, Additive
equiprobabilities, Trigeorgis, Tian and Leisen-Reimer.
.SH SEE ALSO
The source code
.IR ConvertibleBonds.cpp ,
.BR BermudanSwaption (1),
.BR Bonds (1),
.BR CallableBonds (1),
.BR CDS (1),
.BR DiscreteHedging (1),
.BR EquityOption (1),
.BR FittedBondCurve (1),
.BR FRA (1),
.BR MarketModels (1),
.BR MulticurveBootstrapping (1),
.BR Replication (1),
.BR Repo (1),
the QuantLib documentation and website at
.IR https://www.quantlib.org .
.SH AUTHORS
The QuantLib Group (see
.IR Contributors.txt ).
This manual page was added by Dirk Eddelbuettel <edd@debian.org>,
the Debian GNU/Linux maintainer for
.BR QuantLib .
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