binomialconvertibleengine.hpp

Langue: en

Autres versions - même langue

Version: 375170 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/experimental/convertiblebonds/binomialconvertibleengine.hpp -

binomial engine for convertible bonds

SYNOPSIS


#include <ql/experimental/convertiblebonds/discretizedconvertible.hpp>
#include <ql/experimental/convertiblebonds/convertiblebond.hpp>
#include <ql/experimental/convertiblebonds/tflattice.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/termstructures/yield/flatforward.hpp>
#include <ql/termstructures/volatility/equityfx/blackconstantvol.hpp>
#include <ql/instruments/payoffs.hpp>

Classes


class BinomialConvertibleEngine< T >
Binomial Tsiveriotis-Fernandes engine for convertible bonds.

Detailed Description

binomial engine for convertible bonds

Author

Generated automatically by Doxygen for QuantLib from the source code.