A free/open-source library for quantitative finance
Version 1.2.1
Getting started
Introduction
Where to get QuantLib
Installation
Configuration
Usage
Version history
Additional resources
The QuantLib group
Copyright and license
Reference manual
Modules
Class Hierarchy
Compound List
File List
Compound Members
File Members
Todo List
Known Bugs
Caveats
Test Suite
Examples
ql
experimental
convertiblebonds
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.