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QuantLib_BinomialConvertibleEngine
Langue: en
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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