ConvertibleBond::option::arguments Class Reference

#include <ql/Instruments/convertiblebond.hpp>

List of all members.


Detailed Description

Arguments for Convertible Bond calculation


Public Member Functions

void validate () const

Public Attributes

Real conversionRatio
Handle< QuotecreditSpread
DividendSchedule dividends
std::vector< Time > dividendTimes
std::vector< Time > callabilityTimes
std::vector< Callability::TypecallabilityTypes
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