Java Convertible Bond Example

Posted by rwc on
URL: http://quantlib.414.s1.nabble.com/Java-Convertible-Bond-Example-tp5918.html

Hi,

 

I took the ConvertibleBond.cpp example and created a Java example from that one.  The one problem I am having is trying to run the Additive equiprobabilities method.  Each time I do, I get the following exception.  Since the method just requires the correct spelling of the method to be passed into the BinomialConvertibleEngine’s constructor, I am curious what it should be for Java API.   

 

Thanks,

 

Rich

 

Exception in thread "main" java.lang.RuntimeException: unknown binomial engine type: additiveeqpbinomialtree

                at org.quantlib.QuantLibJNI.new_BinomialConvertibleEngine(Native Method)

                at org.quantlib.BinomialConvertibleEngine.<init>(BinomialConvertibleEngine.java:37)

                at org.quantlib.examples.ConvertibleBonds.printNPV(ConvertibleBonds.java:226)

                at org.quantlib.examples.ConvertibleBonds.main(ConvertibleBonds.java:180)

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