convertible bond
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#include <qle/instruments/convertiblebond.hpp>
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| ConvertibleBond (Natural settlementDays, const Calendar &calendar, const Date &issueDate, const Leg &coupons, const boost::shared_ptr< Exercise > &exercise, const Real conversionRatio, const DividendSchedule ÷nds, const CallabilitySchedule &callability) |
| similar to bond ctor, coupons should not contain redemption flows
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boost::shared_ptr< Exercise > | exercise () const |
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Real | conversionRatio () const |
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const DividendSchedule & | dividends () const |
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const CallabilitySchedule & | callability () const |
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void | performCalculations () const override |
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boost::shared_ptr< Exercise > | exercise_ |
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Real | conversionRatio_ |
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DividendSchedule | dividends_ |
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CallabilitySchedule | callability_ |
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boost::shared_ptr< option > | option_ |
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