QuantLib_ConvertibleZeroCouponBond man page

ConvertibleZeroCouponBond — convertible zero-coupon bond  

Synopsis

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

Inherits ConvertibleBond.

Public Member Functions

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

Additional Inherited Members

Detailed Description

convertible zero-coupon 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 ConvertibleZeroCouponBond(3) is an alias of QuantLib_ConvertibleZeroCouponBond(3).

Wed Aug 2 2017 Version 1.10 QuantLib