DiscretizedConvertible Class Reference

Inheritance diagram for DiscretizedConvertible:

Public Member Functions
	DiscretizedConvertible (const ConvertibleBond::option::arguments &args, const ext::shared_ptr< GeneralizedBlackScholesProcess > &process, const Handle< Quote > &creditSpread, const TimeGrid &grid)
void	reset (Size size) override
const Array &	conversionProbability () const
Array &	conversionProbability ()
const Array &	spreadAdjustedRate () const
Array &	spreadAdjustedRate ()
const Array &	dividendValues () const
Array &	dividendValues ()
std::vector< Time >	mandatoryTimes () const override

Protected Member Functions
void	postAdjustValuesImpl () override

Protected Attributes
Array	conversionProbability_
Array	spreadAdjustedRate_
Array	dividendValues_