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Reference manual - version qle_version
Public Member Functions | Public Attributes | List of all members
ConvertibleBond::option::arguments Class Reference
+ Inheritance diagram for ConvertibleBond::option::arguments:

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