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QuantLib::BinomialConvertibleEngine< T > Class Template Reference

#include <binomialconvertibleengine.hpp>

Inheritance diagram for QuantLib::BinomialConvertibleEngine< T >:

QuantLib::GenericEngine< ArgumentsType, ResultsType > QuantLib::PricingEngine QuantLib::Observer QuantLib::Observable

List of all members.

Detailed Description

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

Binomial Tsiveriotis-Fernandes engine for convertible bonds.

Definition at line 45 of file binomialconvertibleengine.hpp.

Public Member Functions

 BinomialConvertibleEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps)
void calculate () const
PricingEngine::arguments * getArguments () const
const PricingEngine::results * getResults () const
void notifyObservers ()
void registerWith (const boost::shared_ptr< Observable > &)
void reset ()
void unregisterWith (const boost::shared_ptr< Observable > &)
void update ()

Protected Attributes

ArgumentsType arguments_
ResultsType results_

Private Attributes

< GeneralizedBlackScholesProcess
Size timeSteps_

The documentation for this class was generated from the following file:

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