BinomialConvertibleEngine< T > Class Template Reference

Binomial Tsiveriotis-Fernandes engine for convertible bonds. More...

#include <ql/pricingengines/bond/binomialconvertibleengine.hpp>

Public Member Functions
	BinomialConvertibleEngine (ext::shared_ptr< GeneralizedBlackScholesProcess > process, Size timeSteps, const Handle< Quote > &creditSpread, DividendSchedule dividends=DividendSchedule())
void	calculate () const override
const Handle< Quote > &	creditSpread () const
const DividendSchedule &	dividends () const

Detailed Description

template<class T>
class QuantLib::BinomialConvertibleEngine< T >

Binomial Tsiveriotis-Fernandes engine for convertible bonds.

Member Function Documentation

calculate()

template<class T>

void calculate ( ) const

overridevirtual

Implements PricingEngine.