BinomialConvertibleEngine Class Template Reference

#include <ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp>

Inheritance diagram for BinomialConvertibleEngine:

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List of all members.

Detailed Description

template<class T>
class QuantLib::BinomialConvertibleEngine< T >

Binomial Tsiveriotis-Fernandes engine for convertible bonds.
Examples:

ConvertibleBonds.cpp.


Public Member Functions

 BinomialConvertibleEngine (Size timeSteps)
void calculate () const