ConvertibleBond::option::arguments Class Reference
#include <ql/Instruments/convertiblebond.hpp>
Detailed Description
Arguments for Convertible Bond calculation
Public Member Functions | |
void | validate () const |
Public Attributes | |
Real | conversionRatio |
Handle< Quote > | creditSpread |
DividendSchedule | dividends |
std::vector< Time > | dividendTimes |
std::vector< Time > | callabilityTimes |
std::vector< Callability::Type > | callabilityTypes |
std::vector< Real > | callabilityPrices |
std::vector< Real > | callabilityTriggers |
std::vector< Time > | couponTimes |
std::vector< Real > | couponAmounts |
DayCounter | dayCounter |
Date | issueDate |
Date | settlementDate |
Integer | settlementDays |
Real | redemption |