RE: [Quantlib-dev] Re: ConvertibleBond framework

[Toyin A. <toy...@ho...>]

Okay,

Nice work by the way...

Have you had a look at the HullWhite, G2 process classes yet (I know that 
the code is currently within the dev CVS)?

I believe that you too were looking for an interest rate montecarlo 
framework.

Toy out.

>From: TB...@ao...
>To: toy...@ho...
>CC: lui...@gm..., qua...@li...
>Subject: [Quantlib-dev] Re: ConvertibleBond framework
>Date: Thu, 11 May 2006 04:52:18 EDT
>
>Hi toyin,
>
>Luigi can correct me if I am wrong but so far the implementation is  
>correct.
>
>The posting you saw was regarding discrete dividends which is not part of
>the current implementation as what we had in developement was incorrect.
>
>I intend to look at the discrete dividends bit.
>
>
>Regards
>
>Theo
>