ql/pricingengines/hybrid/binomialconvertibleengine.hpp File Reference


Detailed Description

binomial engine for convertible bonds

#include <ql/methods/lattices/tflattice.hpp>
#include <ql/pricingengines/hybrid/discretizedconvertible.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/termstructures/yieldcurves/flatforward.hpp>
#include <ql/termstructures/volatilities/blackconstantvol.hpp>
#include <ql/instruments/convertiblebond.hpp>

Include dependency graph for binomialconvertibleengine.hpp:


Namespaces

namespace  QuantLib

Classes

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