Logo
Reference manual - version qle_version
Classes | Public Member Functions | List of all members
ConvertibleBond2 Class Reference
+ Inheritance diagram for ConvertibleBond2:

Classes

class  arguments
 
struct  CallabilityData
 
struct  ConversionData
 
struct  ConversionRatioData
 
struct  ConversionResetData
 
struct  DividendProtectionData
 
class  engine
 
struct  ExchangeableData
 
struct  MakeWholeData
 
struct  MandatoryConversionData
 
class  results
 

Public Member Functions

 ConvertibleBond2 (Size settlementDays, const Calendar &calendar, const Date &issueDate, const Leg &coupons, const ExchangeableData &exchangeableData=ExchangeableData{false, false}, const std::vector< CallabilityData > &callData={}, const MakeWholeData &makeWholeData={}, const std::vector< CallabilityData > &putData={}, const std::vector< ConversionRatioData > &conversionRatioData={}, const std::vector< ConversionData > &conversionData={}, const std::vector< MandatoryConversionData > &mandatoryConversionData={}, const std::vector< ConversionResetData > &conversionResetData={}, const std::vector< DividendProtectionData > &dividendProtectionData={}, const bool detachable=false, const bool perpetual=false)