A free/open-source library for quantitative finance
Reference manual - version 1.20
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.
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