QuantLib_ConvertibleFloatingRateBond man page

ConvertibleFloatingRateBond — convertible floating-rate bond  

Synopsis

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

Inherits ConvertibleBond.

Public Member Functions

ConvertibleFloatingRateBond (const boost::shared_ptr< Exercise > &exercise, Real conversionRatio, const DividendSchedule &dividends, const CallabilitySchedule &callability, const Handle< Quote > &creditSpread, const Date &issueDate, Natural settlementDays, const boost::shared_ptr< IborIndex > &index, Natural fixingDays, const std::vector< Spread > &spreads, const DayCounter &dayCounter, const Schedule &schedule, Real redemption=100)

Additional Inherited Members

Detailed Description

convertible floating-rate bond

Warning

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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page ConvertibleFloatingRateBond(3) is an alias of QuantLib_ConvertibleFloatingRateBond(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib