ConvertibleBonds - Example of using QuantLib to value convertible bonds

       The QuantLib Group (see Contributors.txt).

       This  manual  page  was  added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for
       QuantLib.

QuantLib                                        25 February 2006                             CONVERTIBLEBONDS(1)

ConvertibleBonds is an example of using QuantLib.

       For  a  given  set of option parameters, it computes the value of a convertible bond with an embedded put
       option for two different equity options types (with european and american exercise  features)  using  the
       Tsiveriotis-Fernandes method with different implied tree algorithms.

       The  tree  types  are  Jarrow-Rudd, Cox-Ross-Rubinstein, Additive equiprobabilities, Trigeorgis, Tian and
       Leisen-Reimer.

       ConvertibleBonds - Example of using QuantLib to value convertible bonds

       The  source  code  ConvertibleBonds.cpp,   BermudanSwaption(1),   Bonds(1),   CallableBonds(1),   CDS(1),
       DiscreteHedging(1),       EquityOption(1),       FittedBondCurve(1),       FRA(1),       MarketModels(1),
       MulticurveBootstrapping(1),  Replication(1),  Repo(1),  the  QuantLib  documentation   and   website   at
       https://www.quantlib.org.

ConvertibleBonds