---
name: "ConvertibleBonds"
section: "1"
platform: "linux"
package: "quantlib-examples"
version: "1.38-1"
release: "Debian 13 (Trixie)"
platforms: ["linux"]
url: "https://carta.tech/man/ConvertibleBonds"
---

# ConvertibleBonds(1)

Example of using QuantLib to value convertible bonds

## NAME

ConvertibleBonds - Example of using QuantLib to value convertible bonds

## SYNOPSIS

**ConvertibleBonds**

## DESCRIPTION

**ConvertibleBonds** is an example of using *QuantLib*.

For a given set of option parameters, it computes the value of a convertible bond with an embedded put option for two different equity options types (with european and american exercise features) using the Tsiveriotis-Fernandes method with different implied tree algorithms.

The tree types are Jarrow-Rudd, Cox-Ross-Rubinstein, Additive equiprobabilities, Trigeorgis, Tian and Leisen-Reimer.

## SEE ALSO

The source code *ConvertibleBonds.cpp*, [**BermudanSwaption**(1)](/man/BermudanSwaption/1.md), [**Bonds**(1)](/man/Bonds/1.md), [**CallableBonds**(1)](/man/CallableBonds/1.md), [**CDS**(1)](/man/CDS/1.md), [**DiscreteHedging**(1)](/man/DiscreteHedging/1.md), [**EquityOption**(1)](/man/EquityOption/1.md), [**FittedBondCurve**(1)](/man/FittedBondCurve/1.md), [**FRA**(1)](/man/FRA/1.md), [**MarketModels**(1)](/man/MarketModels/1.md), [**MulticurveBootstrapping**(1)](/man/MulticurveBootstrapping/1.md), [**Replication**(1)](/man/Replication/1.md), [**Repo**(1)](/man/Repo/1.md), the QuantLib documentation and website at *https://www.quantlib.org*.

## AUTHORS

The QuantLib Group (see *Contributors.txt*).

This manual page was added by Dirk Eddelbuettel \<edd@debian.org\>, the Debian GNU/Linux maintainer for **QuantLib**.