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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
       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.

QuantLib		       25 February 2006		   CONVERTIBLEBONDS(1)

NAME | SYNOPSIS | DESCRIPTION | SEE ALSO | AUTHORS

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