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CONVERTIBLEBONDS(1)	    General Commands Manual	   CONVERTIBLEBONDS(1)

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 con-
       vertible	bond with an embedded put option for two different equity  op-
       tions  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 equiprob-
       abilities, Trigeorgis, Tian and Leisen-Reimer.

SEE ALSO
       The source code	ConvertibleBonds.cpp,  BermudanSwaption(1),  Bonds(1),
       CallableBonds(1),  CDS(1), DiscreteHedging(1), EquityOption(1), Fitted-
       BondCurve(1),  FRA(1),	MarketModels(1),   MulticurveBootstrapping(1),
       Replication(1),	Repo(1),  the  QuantLib	 documentation	and website at
       https://www.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.

QuantLib		       25 February 2006		   CONVERTIBLEBONDS(1)

Want to link to this manual page? Use this URL:
<https://man.freebsd.org/cgi/man.cgi?query=ConvertibleBonds&sektion=1&manpath=FreeBSD+Ports+15.0>

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