Can I price a convertible bond using QuantLib?
Posted by
Pavan Shah-2 on
Jul 18, 2013; 8:49pm
URL: http://quantlib.414.s1.nabble.com/Can-I-price-a-convertible-bond-using-QuantLib-tp14452.html
I am looking for a Convert pricer that accomodates call provisions.
I could write code for a Crank Nicholson scheme or a trinomial tree but I am hoping quantlib has something already.
can someone point me in the right direction (functions, classes in QuantLib)?
thanks
Pavan
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