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Reference manual - version qle_version
ConvertibleBond::option::arguments Class Reference
Inheritance diagram for ConvertibleBond::option::arguments:

Public Member Functions

void validate () const override

Public Attributes

Real conversionRatio
Real conversionValue
DividendSchedule dividends
std::vector< Date > dividendDates
std::vector< Date > callabilityDates
std::vector< Callability::Type > callabilityTypes
std::vector< Real > callabilityPrices
std::vector< Real > callabilityTriggers
std::vector< Date > cashflowDates
std::vector< Real > cashflowAmounts
std::vector< Date > notionalDates
std::vector< Real > notionals
Date issueDate
Date settlementDate
Date maturityDate
Natural settlementDays