ql/experimental/convertiblebonds/binomialconvertibleengine.hpp File Reference

binomial engine for convertible bonds More...

#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>

Include dependency graph for binomialconvertibleengine.hpp:


Classes

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

Detailed Description

binomial engine for convertible bonds