QuantLib: ql/experimental/convertiblebonds Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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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.