Convertible Bonds Part 2

[John Maiden]

After a side project distraction, I'm back to working through the Convertible
Bonds code in QuantLib. I have one (hopefully simple) question: where is the
convertible bond price calculated? I can find the setupArguments and validate()
functions for the convertible bond, but have no idea where all of it gets puts
together. Any help would be appreciated.


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[John Maiden]

John Maiden <jwmaiden <at> yahoo.com> writes:

>
> After a side project distraction, I'm back to working through the Convertible
> Bonds code in QuantLib. I have one (hopefully simple) question: where is the
> convertible bond price calculated? I can find the setupArguments and validate()
> functions for the convertible bond, but have no idea where all of it gets puts
> together. Any help would be appreciated.
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by DB2 Express
> Download DB2 Express C - the FREE version of DB2 express and take
> control of your XML. No limits. Just data. Click to get it now.
> http://sourceforge.net/powerbar/db2/
>

I figured out where it is, it's located in the BinomialConvertibleEngine class.
Sneaky.

Now I'm off to figure out how it works.


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[John Maiden]

The more I read, the more questions I have. I understand that the
ConvertibleBond Class uses the BinomialConvertibleEngine as its engine, and
utilizes the BinomialConvertibleEngine calculate() function to do the
calculation. I don't understand how this works, since BinomialConvertibleEngine
inherits from ConvertibleBond. Where is ConvertibleBond accessing
BinomialConvertibleEngine?



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