Autocallable with trinomial tree

Posted by g m-10 on Jul 26, 2011; 8:40am
URL: http://quantlib.414.s1.nabble.com/Autocallable-with-trinomial-tree-tp6840.html

Hi all,
 
I'd like to price an autocallable on equity with conditional coupons, I checked the code for callable bond in ordre to get some ideas and I wonder if I can
use a trinomial tree scheme combined with an equity model.
 
Thank you for your help!

------------------------------------------------------------------------------
Magic Quadrant for Content-Aware Data Loss Prevention
Research study explores the data loss prevention market. Includes in-depth
analysis on the changes within the DLP market, and the criteria used to
evaluate the strengths and weaknesses of these DLP solutions.
http://www.accelacomm.com/jaw/sfnl/114/51385063/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users