Examples of conversionProbability()


Examples of org.jquantlib.pricingengines.hybrid.DiscretizedConvertible.conversionProbability()

      final Array newValues = new Array(size(i));
      final Array newSpreadAdjustedRate = new Array(size(i));
      final Array newConversionProbability = new Array(size(i));

      stepback(i, convertible.values(), convertible
          .conversionProbability(), convertible.spreadAdjustedRate(),
              newValues, newConversionProbability, newSpreadAdjustedRate);

      convertible.setTime(t.get(i));
      convertible.setValues(newValues);
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