ConvertibleBond2 Class Reference

Inheritance diagram for ConvertibleBond2:

Classes
struct	ExchangeableData
struct	CallabilityData
struct	MakeWholeData
struct	ConversionRatioData
struct	ConversionData
struct	MandatoryConversionData
struct	ConversionResetData
struct	DividendProtectionData
class	arguments
class	results
class	engine

Public Member Functions

ConvertibleBond2 (Size settlementDays, const Calendar &calendar, const Date &issueDate, const Leg &coupons, const ExchangeableData &exchangeableData=ExchangeableData{false, false}, const std::vector< CallabilityData > &callData={}, const MakeWholeData &makeWholeData={}, const std::vector< CallabilityData > &putData={}, const std::vector< ConversionRatioData > &conversionRatioData={}, const std::vector< ConversionData > &conversionData={}, const std::vector< MandatoryConversionData > &mandatoryConversionData={}, const std::vector< ConversionResetData > &conversionResetData={}, const std::vector< DividendProtectionData > &dividendProtectionData={}, const bool detachable=false, const bool perpetual=false)