Logo
Reference manual - version qle_version
Public Attributes | List of all members
FdConvertibleBondEvents::ConversionResetData Struct Reference

Public Attributes

bool resetActive = false
 
ConvertibleBond2::ConversionResetData::ReferenceType reference
 
Real gearing
 
Real floor
 
Real globalFloor
 
Real threshold
 
bool divProtActive = false
 
ConvertibleBond2::DividendProtectionData::AdjustmentStyle adjustmentStyle
 
ConvertibleBond2::DividendProtectionData::DividendType dividendType
 
Real accruedHistoricalDividends
 
Size lastDividendProtectionTimeIndex
 
Real divThreshold
 
bool resetToSpecificValue = false
 
Real newCr