ConvertibleBond Class Reference

convertible bond More...

#include <qle/instruments/convertiblebond.hpp>

Inheritance diagram for ConvertibleBond:

Classes
class	option

Public Member Functions
	ConvertibleBond (Natural settlementDays, const Calendar &calendar, const Date &issueDate, const Leg &coupons, const QuantLib::ext::shared_ptr< Exercise > &exercise, const Real conversionRatio, const DividendSchedule &dividends, const CallabilitySchedule &callability)
	similar to bond ctor, coupons should not contain redemption flows
QuantLib::ext::shared_ptr< Exercise >	exercise () const
Real	conversionRatio () const
const DividendSchedule &	dividends () const
const CallabilitySchedule &	callability () const

Protected Member Functions
void	performCalculations () const override

Protected Attributes
QuantLib::ext::shared_ptr< Exercise >	exercise_
Real	conversionRatio_
DividendSchedule	dividends_
CallabilitySchedule	callability_
QuantLib::ext::shared_ptr< option >	option_

Detailed Description

convertible bond