QuantLib_ConvertibleBond man page

ConvertibleBond — base class for convertible bonds


#include <ql/experimental/convertiblebonds/convertiblebond.hpp>

Inherits Bond.

Inherited by ConvertibleFixedCouponBond, ConvertibleFloatingRateBond, and ConvertibleZeroCouponBond.

Public Member Functions

Real conversionRatio () const

const DividendSchedule & dividends () const

const CallabilitySchedule & callability () const

const Handle< Quote > & creditSpread () const

Protected Member Functions

ConvertibleBond (const boost::shared_ptr< Exercise > &exercise, Real conversionRatio, const DividendSchedule &dividends, const CallabilitySchedule &callability, const Handle< Quote > &creditSpread, const Date &issueDate, Natural settlementDays, const Schedule &schedule, Real redemption)

void performCalculations () const

Protected Attributes

Real conversionRatio_

CallabilitySchedule callability_

DividendSchedule dividends_

Handle< Quote > creditSpread_

boost::shared_ptr< option > option_

Additional Inherited Members

Detailed Description

base class for convertible bonds

Member Function Documentation

void performCalculations () const [protected], [virtual]

In case a pricing engine is not used, this method must be overridden to perform the actual calculations and set any needed results. In case a pricing engine is used, the default implementation can be used.

Reimplemented from Instrument.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

callability_(3), conversionRatio(3), conversionRatio_(3), ConvertibleBond(3), creditSpread(3), creditSpread_(3), dividends(3), dividends_(3) and option_(3) are aliases of QuantLib_ConvertibleBond(3).

QuantLib Version 1.8.1 Fri Sep 23 2016