FdDefaultableEquityJumpDiffusionConvertibleBondEngine Class Reference

Inheritance diagram for FdDefaultableEquityJumpDiffusionConvertibleBondEngine:

Public Member Functions
	FdDefaultableEquityJumpDiffusionConvertibleBondEngine (const Handle< DefaultableEquityJumpDiffusionModel > &model, const Handle< QuantLib::YieldTermStructure > &discountingCurve=Handle< QuantLib::YieldTermStructure >(), const Handle< QuantLib::Quote > &discountingSpread=Handle< QuantLib::Quote >(), const Handle< QuantLib::DefaultProbabilityTermStructure > &creditCurve=Handle< QuantLib::DefaultProbabilityTermStructure >(), const Handle< QuantLib::Quote > &recoveryRate=Handle< QuantLib::Quote >(), const Handle< QuantExt::FxIndex > &fxConversion=Handle< QuantExt::FxIndex >(), const bool staticMesher=false, const Size timeStepsPerYear=24, const Size stateGridPoints=100, const Real mesherEpsilon=1E-4, const Real mesherScaling=1.5, const std::vector< Real > conversionRatioDiscretisationGrid={0.1, 0.5, 0.7, 0.9, 1.0, 1.1, 1.3, 1.5, 2.0, 5.0, 10.0}, const bool generateAdditionalResults=true)