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| FdConvertibleBondEvents (const Date &today, const DayCounter &dc, const Real N0, const boost::shared_ptr< QuantExt::EquityIndex2 > &equity, const boost::shared_ptr< FxIndex > &fxConversion) |
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void | registerBondCashflow (const boost::shared_ptr< CashFlow > &c) |
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void | registerCall (const ConvertibleBond2::CallabilityData &c) |
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void | registerMakeWhole (const ConvertibleBond2::MakeWholeData &c) |
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void | registerPut (const ConvertibleBond2::CallabilityData &c) |
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void | registerConversionRatio (const ConvertibleBond2::ConversionRatioData &c) |
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void | registerConversion (const ConvertibleBond2::ConversionData &c) |
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void | registerMandatoryConversion (const ConvertibleBond2::MandatoryConversionData &c) |
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void | registerConversionReset (const ConvertibleBond2::ConversionResetData &c) |
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void | registerDividendProtection (const ConvertibleBond2::DividendProtectionData &c) |
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const std::set< Real > & | times () const |
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void | finalise (const TimeGrid &grid) |
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bool | hasBondCashflow (const Size i) const |
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bool | hasCall (const Size i) const |
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bool | hasPut (const Size i) const |
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bool | hasConversion (const Size i) const |
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bool | hasMandatoryConversion (const Size i) const |
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bool | hasContingentConversion (const Size i) const |
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bool | hasNoConversionPlane (const Size i) const |
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bool | hasConversionReset (const Size i) const |
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bool | hasDividendPassThrough (const Size i) const |
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Real | getBondCashflow (const Size i) const |
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Real | getBondFinalRedemption (const Size i) const |
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const CallData & | getCallData (const Size i) const |
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const CallData & | getPutData (const Size i) const |
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const ConversionData & | getConversionData (const Size i) const |
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const MandatoryConversionData & | getMandatoryConversionData (const Size i) const |
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const ConversionResetData & | getConversionResetData (const Size i) const |
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const DividendPassThroughData & | getDividendPassThroughData (const Size i) const |
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bool | hasStochasticConversionRatio (const Size i) const |
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Real | getInitialConversionRatio () const |
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Real | getCurrentConversionRatio (const Size i) const |
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Real | getCurrentFxConversion (const Size i) const |
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Date | getAssociatedDate (const Size i) const |
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const std::map< std::string, boost::any > & | additionalResults () const |
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