ql/experimental/convertiblebonds/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...

Detailed Description

binomial engine for convertible bonds