BinomialConvertibleEngine Class Template Reference

#include <ql/pricingengines/hybrid/binomialconvertibleengine.hpp>

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