BinomialConvertibleEngine Class Template Reference
Binomial Tsiveriotis-Fernandes engine for convertible bonds. More...
#include <ql/pricingengines/hybrid/binomialconvertibleengine.hpp>
Inherits QuantLib::ConvertibleBond::option::engine.
Public Member Functions | |
BinomialConvertibleEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps) | |
void | calculate () const |
Detailed Description
template<class T>
class QuantLib::BinomialConvertibleEngine< T >
Binomial Tsiveriotis-Fernandes engine for convertible bonds. - Examples: