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binomialconvertibleengine.hpp File Reference

binomial engine for convertible bonds More...

#include <ql/experimental/convertiblebonds/discretizedconvertible.hpp>
#include <ql/experimental/convertiblebonds/convertiblebond.hpp>
#include <ql/experimental/convertiblebonds/tflattice.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/termstructures/yield/flatforward.hpp>
#include <ql/termstructures/volatility/equityfx/blackconstantvol.hpp>
#include <ql/instruments/payoffs.hpp>
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Classes

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

Namespaces

namespace  QuantLib

Detailed Description

binomial engine for convertible bonds

Definition in file binomialconvertibleengine.hpp.


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