QuantLib_ConvertibleFloatingRateBond man page

ConvertibleFloatingRateBond — convertible floating-rate bond  


#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


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.


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Referenced By

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

Mon Apr 30 2018 Version 1.12.1 QuantLib