Posted by
John Maiden on
URL: http://quantlib.414.s1.nabble.com/Convertible-Bonds-Part-2-tp862p864.html
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.
>
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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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