QuantLib: BinomialConvertibleEngine< T > Class Template Reference

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

Public Member Functions | List of all members
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 ext::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps)
void | calculate () const

## Detailed Description

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

Binomial Tsiveriotis-Fernandes engine for convertible bonds.

Examples
  ConvertibleBonds.cpp.