discretizedconvertible.hpp File Reference

discretized convertible More...

#include <qle/instruments/convertiblebond.hpp>
#include <ql/discretizedasset.hpp>
#include <ql/processes/blackscholesprocess.hpp>

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Classes
class	DiscretizedConvertible

Namespaces
namespace	QuantExt

Detailed Description

discretized convertible

Definition in file discretizedconvertible.hpp.