[Rquantlib-devel] convertible bond pricing engine selection

[Tyler Beason]

Hello,

I have noticed that QuantLib has about 10^2 (kidding here)
BinomialConvertibleEngine processes (TF, JarrowRudd, CRR, etc), but that
the ConvertibleBond functions in RQuantLib just mention that they use
the BinomialConvertibleEngine. I am first and foremost just wondering which
underlying process is used when that is called in RQuantLib, and secondly
wondering if it is possible to make that an optional input.

Hope to contribute in the future, still just getting my feet wet at this
point.

Thanks,
Tyler

Tyler Beason
Graduate Assistant, Instructional Design & Learning Technologies (IDLT)
Ext. 2344
Bradley University Quantitative Finance (MSQF) student
Check out my quant finance blog! TBeason.com <http://tbeason.com>
Cell: (217) 273-5357
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