Reference manual - version qle_version
QuantExt
FdConvertibleBondEvents
ConversionResetData
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
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