BinomialConvertibleEngine Class Template Reference
#include <ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp>
Inheritance diagram for BinomialConvertibleEngine:

Detailed Description
template<class T>
class QuantLib::BinomialConvertibleEngine< T >
Binomial Tsiveriotis-Fernandes engine for convertible bonds. - Examples:
Public Member Functions | |
BinomialConvertibleEngine (Size timeSteps) | |
void | calculate () const |