Binomial Tsiveriotis-Fernandes engine for convertible bonds. More...
#include <ql/experimental/convertiblebonds/binomialconvertibleengine.hpp>
Inherits ConvertibleBond::option::engine.
Public Member Functions | |
BinomialConvertibleEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps) | |
void | calculate () const |
Additional Inherited Members | |
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ConvertibleBond::option::arguments | arguments_ |
ConvertibleBond::option::results | results_ |
Binomial Tsiveriotis-Fernandes engine for convertible bonds.