ql/experimental/convertiblebonds/convertiblebond.hpp File Reference

convertible bond class More...

#include <ql/instruments/bond.hpp>
#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/dividendschedule.hpp>
#include <ql/instruments/callabilityschedule.hpp>
#include <ql/time/schedule.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/quote.hpp>

Include dependency graph for convertiblebond.hpp:


Classes

class  SoftCallability
 callability leaving to the holder the possibility to convert More...
class  ConvertibleBond
 base class for convertible bonds More...
class  ConvertibleZeroCouponBond
 convertible zero-coupon bond More...
class  ConvertibleFixedCouponBond
 convertible fixed-coupon bond More...
class  ConvertibleFloatingRateBond
 convertible floating-rate bond More...

Detailed Description

convertible bond class