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.