binomialconvertibleengine.hpp File Reference

binomial engine for convertible bonds More...

Include dependency graph for binomialconvertibleengine.hpp:

Classes

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

Namespaces

namespace  QuantLib
 

Detailed Description

binomial engine for convertible bonds