QuantLib_ConvertibleFixedCouponBond man page

ConvertibleFixedCouponBond — convertible fixed-coupon bond  


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

Inherits ConvertibleBond.

Public Member Functions

ConvertibleFixedCouponBond (const boost::shared_ptr< Exercise > &exercise, Real conversionRatio, const DividendSchedule &dividends, const CallabilitySchedule &callability, const Handle< Quote > &creditSpread, const Date &issueDate, Natural settlementDays, const std::vector< Rate > &coupons, const DayCounter &dayCounter, const Schedule &schedule, Real redemption=100)

Additional Inherited Members

Detailed Description

convertible fixed-coupon bond


Most methods inherited from Bond (such as yield or the yield-based dirtyPrice and cleanPrice) refer to the underlying plain-vanilla bond and do not take convertibility and callability into account.

Examples: ConvertibleBonds.cpp.


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Referenced By

The man page ConvertibleFixedCouponBond(3) is an alias of QuantLib_ConvertibleFixedCouponBond(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib