org.jquantlib.pricingengines

Class BinomialConvertibleEngine<T extends BinomialTree>

java.lang.Object

org.jquantlib.pricingengines.GenericEngine<ConvertibleBondOption.ArgumentsImpl,ConvertibleBondOption.ResultsImpl>

org.jquantlib.instruments.bonds.ConvertibleBondOption.EngineImpl

org.jquantlib.pricingengines.BinomialConvertibleEngine<T>

Type Parameters:

E -

All Implemented Interfaces:

PricingEngine, Observable, Observer

public class BinomialConvertibleEngine<T extends BinomialTree>
extends ConvertibleBondOption.EngineImpl

Binomial Tsiveriotis-Fernandes engine for convertible bonds

Nested Class Summary

Nested classes/interfaces inherited from interface org.jquantlib.pricingengines.PricingEngine

PricingEngine.Arguments, PricingEngine.Results

Field Summary

Fields inherited from interface org.jquantlib.pricingengines.PricingEngine

PRICING_ENGINE_NOT_SET

Constructor Summary

Constructors

Constructor and Description
BinomialConvertibleEngine(java.lang.Class<T> typeT, GeneralizedBlackScholesProcess process, int timeSteps)

Method Summary

Modifier and Type	Method and Description
void	calculate()

Methods inherited from class org.jquantlib.pricingengines.GenericEngine

addObserver, countObservers, deleteObserver, deleteObservers, getArguments, getObservers, getResults, notifyObservers, notifyObservers, reset, update

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BinomialConvertibleEngine

public BinomialConvertibleEngine(java.lang.Class<T> typeT,
                                 GeneralizedBlackScholesProcess process,
                                 int timeSteps)

Method Detail

calculate

public void calculate()