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
Public Member Functions inherited from GenericEngine< ConvertibleBond::option::arguments, ConvertibleBond::option::results >
PricingEngine::arguments *	getArguments () const
const PricingEngine::results *	getResults () const
void	reset ()
void	update ()
Public Member Functions inherited from Observable
	Observable (const Observable &)
Observable &	operator= (const Observable &)
void	notifyObservers ()
Public Member Functions inherited from Observer
	Observer (const Observer &)
Observer &	operator= (const Observer &)
std::pair< std::set < boost::shared_ptr < Observable > >::iterator, bool >	registerWith (const boost::shared_ptr< Observable > &)
Size	unregisterWith (const boost::shared_ptr< Observable > &)
void	unregisterWithAll ()

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.