Convertible Bonds Part 2
Posted by
John Maiden on
URL: http://quantlib.414.s1.nabble.com/Convertible-Bonds-Part-2-tp862.html
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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