BinomialConvertibleEngine< T > Class Template Reference

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

#include <ql/experimental/convertiblebonds/binomialconvertibleengine.hpp>

Inherits QuantLib::ConvertibleBond::option::engine.

List of all members.

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:

ConvertibleBonds.cpp.