.\" Man page contributed by Dirk Eddelbuettel <edd@debian.org>
.\" and released under the Quantlib license
.TH CONVERTIBLEBONDS 1 "25 February 2006" QuantLib
.SH NAME
ConvertibleBonds - Example of using QuantLib to value convertible bonds
.SH SYNOPSIS
.B ConvertibleBonds
.SH DESCRIPTION
.PP
.B ConvertibleBonds
is an example of using \fIQuantLib\fP.

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.

.SH SEE ALSO
The source code
.IR ConvertibleBonds.cpp ,
.BR BermudanSwaption (1),
.BR DiscreteHedging (1),
.BR EquityOption (1),
.BR FRA (1),
.BR Replication (1),
.BR Repo (1),
.BR SwapValuation (1),
the QuantLib documentation and website at
.IR http://quantlib.org .

.SH AUTHORS
The QuantLib Group (see
.IR Authors.txt ).

This manual page was added by Dirk Eddelbuettel <edd@debian.org>,
the Debian GNU/Linux maintainer for
.BR QuantLib .