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binomialconvertibleengine.hpp File Reference


Detailed Description

binomial engine for convertible bonds

Definition in file binomialconvertibleengine.hpp.

#include <ql/Lattices/tflattice.hpp>
#include <ql/PricingEngines/Hybrid/discretizedconvertible.hpp>
#include <ql/Processes/blackscholesprocess.hpp>
#include <ql/TermStructures/flatforward.hpp>
#include <ql/Volatilities/blackconstantvol.hpp>
#include <ql/Instruments/convertiblebond.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::BinomialConvertibleEngine< T >
 Binomial Tsiveriotis-Fernandes engine for convertible bonds. More...


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