Public Member Functions | |
DiscretizedConvertible (const ConvertibleBond::option::arguments &args, const ext::shared_ptr< GeneralizedBlackScholesProcess > &process, const Handle< Quote > &creditSpread, const TimeGrid &grid) | |
void | reset (Size size) override |
const Array & | conversionProbability () const |
Array & | conversionProbability () |
const Array & | spreadAdjustedRate () const |
Array & | spreadAdjustedRate () |
const Array & | dividendValues () const |
Array & | dividendValues () |
std::vector< Time > | mandatoryTimes () const override |
Protected Member Functions | |
void | postAdjustValuesImpl () override |
Protected Attributes | |
Array | conversionProbability_ |
Array | spreadAdjustedRate_ |
Array | dividendValues_ |