hpux man page for convertiblebonds

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 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), Fitted-
       BondCurve(1),   FRA(1),	 MarketModels(1),   Replication(1),   Repo(1),	 SwapValuation(1),  the  QuantLib  documentation  and  website	at
       http://quantlib.org.

AUTHORS

       The QuantLib Group (see Authors.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)