Re: Trinomial Tree

Posted by John Maiden on
URL: http://quantlib.414.s1.nabble.com/Trinomial-Tree-tp9549p9552.html

Ok, here are the files. I've also gone ahead and
created new TF Lattice, BlackScholes Lattice, and
Trinomial Convertible Engine files. At the moment they
don't work (for some reason the program does not pass
the arguments of the Convertible Bond to the
Convertible Engine), but I'm sure that can be fixed
easily. I've also included a sample version that tests
the new convertible engine. All the files contain
comments on the changes.

Regards,

                 John Maiden


 
____________________________________________________________________________________
Food fight? Enjoy some healthy debate
in the Yahoo! Answers Food & Drink Q&A.
http://answers.yahoo.com/dir/?link=list&sid=396545367
-------------------------------------------------------------------------
This SF.net email is sponsored by DB2 Express
Download DB2 Express C - the FREE version of DB2 express and take
control of your XML. No limits. Just data. Click to get it now.
http://sourceforge.net/powerbar/db2/
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev