[Quantlib-dev] Finite difference method for convertible bonds?

[vilhauer <tho...@gm...>]

Hi - 

      I am interested to know if any work has been done to implement a
finite-difference method approach to model convertible bonds.  I searched
the archives and it looks like Joseph Wang might have been working on
something in 2005?  In any case, I would appreciate any help for pointing me
in the right direction for sample code for an FD approach for convertibles,
or contacts for someone who could do the same.  

Thanks very much in advance for any help.
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