Reference manual - version qle_version
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ConvertibleBond2
ConversionData
Public Types
|
Public Attributes
|
List of all members
ConvertibleBond2::ConversionData Struct Reference
Public Types
enum class
ExerciseType
{
OnThisDate
,
FromThisDateOn
}
enum class
CocoType
{
None
,
Spot
,
StartOfPeriod
}
Public Attributes
Date
exerciseDate
ExerciseType
exerciseType
CocoType
cocoType
Real
cocoBarrier
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