QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
convertiblebonds Directory Reference

Files

file  binomialconvertibleengine.hpp
 binomial engine for convertible bonds
 
file  convertiblebond.hpp
 convertible bond class
 
file  discretizedconvertible.hpp
 discretized convertible
 
file  tflattice.hpp
 Binomial Tsiveriotis-Fernandes tree model.