Provided by: quantlib-examples_1.17-2build1_amd64 bug

NAME
       ConvertibleBonds - Example of using QuantLib to value convertible bonds


SYNOPSIS
       ConvertibleBonds


DESCRIPTION
       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.


SEE ALSO
       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
       http://quantlib.org.


AUTHORS
       The QuantLib Group (see Contributors.txt).

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