BinomialConvertibleEngine< T > Class Template Reference

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

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

Inherits ConvertibleBond::option::engine.

Public Member Functions
	BinomialConvertibleEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps)
void	calculate () const

Additional Inherited Members
Protected Attributes inherited from GenericEngine< ConvertibleBond::option::arguments, ConvertibleBond::option::results >
ConvertibleBond::option::arguments	arguments_
ConvertibleBond::option::results	results_

Detailed Description

template<class T>
class QuantLib::BinomialConvertibleEngine< T >

Binomial Tsiveriotis-Fernandes engine for convertible bonds.

Examples:

ConvertibleBonds.cpp.