Reference manual - version qle_version
Classes | |
| struct | CallData |
| struct | ConversionData |
| struct | MandatoryConversionData |
| struct | ConversionResetData |
| struct | DividendPassThroughData |
Public Member Functions | |
| FdConvertibleBondEvents (const Date &today, const DayCounter &dc, const Real N0, const QuantLib::ext::shared_ptr< QuantExt::EquityIndex2 > &equity, const QuantLib::ext::shared_ptr< FxIndex > &fxConversion) | |
| void | registerBondCashflow (const QuantLib::ext::shared_ptr< CashFlow > &c) |
| void | registerCall (const ConvertibleBond2::CallabilityData &c) |
| void | registerMakeWhole (const ConvertibleBond2::MakeWholeData &c) |
| void | registerPut (const ConvertibleBond2::CallabilityData &c) |
| void | registerConversionRatio (const ConvertibleBond2::ConversionRatioData &c) |
| void | registerConversion (const ConvertibleBond2::ConversionData &c) |
| void | registerMandatoryConversion (const ConvertibleBond2::MandatoryConversionData &c) |
| void | registerConversionReset (const ConvertibleBond2::ConversionResetData &c) |
| void | registerDividendProtection (const ConvertibleBond2::DividendProtectionData &c) |
| const std::set< Real > & | times () const |
| void | finalise (const TimeGrid &grid) |
| bool | hasBondCashflow (const Size i) const |
| bool | hasCall (const Size i) const |
| bool | hasPut (const Size i) const |
| bool | hasConversion (const Size i) const |
| bool | hasMandatoryConversion (const Size i) const |
| bool | hasContingentConversion (const Size i) const |
| bool | hasNoConversionPlane (const Size i) const |
| bool | hasConversionReset (const Size i) const |
| bool | hasDividendPassThrough (const Size i) const |
| Real | getBondCashflow (const Size i) const |
| Real | getBondFinalRedemption (const Size i) const |
| const CallData & | getCallData (const Size i) const |
| const CallData & | getPutData (const Size i) const |
| const ConversionData & | getConversionData (const Size i) const |
| const MandatoryConversionData & | getMandatoryConversionData (const Size i) const |
| const ConversionResetData & | getConversionResetData (const Size i) const |
| const DividendPassThroughData & | getDividendPassThroughData (const Size i) const |
| bool | hasStochasticConversionRatio (const Size i) const |
| Real | getInitialConversionRatio () const |
| Real | getCurrentConversionRatio (const Size i) const |
| Real | getCurrentFxConversion (const Size i) const |
| Date | getAssociatedDate (const Size i) const |
| const std::map< std::string, QuantLib::ext::any > & | additionalResults () const |