Reference manual - version qle_version
QuantExt
ConvertibleBond
option
arguments
Public Member Functions
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Public Attributes
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List of all members
ConvertibleBond::option::arguments Class Reference
Inheritance diagram for ConvertibleBond::option::arguments:
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legend
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Public Member Functions
void
validate
() const override
Public Attributes
Real
conversionRatio
Real
conversionValue
DividendSchedule
dividends
std::vector< Date >
dividendDates
std::vector< Date >
callabilityDates
std::vector< Callability::Type >
callabilityTypes
std::vector< Real >
callabilityPrices
std::vector< Real >
callabilityTriggers
std::vector< Date >
cashflowDates
std::vector< Real >
cashflowAmounts
std::vector< Date >
notionalDates
std::vector< Real >
notionals
Date
issueDate
Date
settlementDate
Date
maturityDate
Natural
settlementDays
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