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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 convert-
     ible 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 equiprobabil-
     ities, Trigeorgis, Tian and Leisen-Reimer.

SEE ALSO
     The   source   code  ConvertibleBonds.cpp,  BermudanSwaption(1),  Bonds(1),
     CallableBonds(1), CDS(1), DiscreteHedging(1), EquityOption(1),  FittedBond-
     Curve(1),	FRA(1),  MarketModels(1),  MulticurveBootstrapping(1),	Replica-
     tion(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 De-
     bian 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+15.1.quarterly>

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