QuantLib_ConvertibleZeroCouponBond man page
ConvertibleZeroCouponBond — convertible zero-coupon bond
Public Member Functions
ConvertibleZeroCouponBond (const boost::shared_ptr< Exercise > &exercise, Real conversionRatio, const DividendSchedule ÷nds, const CallabilitySchedule &callability, const Handle< Quote > &creditSpread, const Date &issueDate, Natural settlementDays, const DayCounter &dayCounter, const Schedule &schedule, Real redemption=100)
Additional Inherited Members
convertible zero-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.
Generated automatically by Doxygen for QuantLib from the source code.
ConvertibleZeroCouponBond(3) is an alias of QuantLib_ConvertibleZeroCouponBond(3).