ql/Instruments/convertiblebond.hpp File Reference


Detailed Description

convertible bond

This is a class under active development. It may change radically. Please subscribe to the quantlib list.

#include <ql/Instruments/bond.hpp>
#include <ql/stochasticprocess.hpp>
#include <ql/Instruments/dividendschedule.hpp>
#include <ql/Instruments/callabilityschedule.hpp>
#include <ql/Instruments/oneassetstrikedoption.hpp>

Include dependency graph for convertiblebond.hpp:


Namespaces

namespace  QuantLib

Classes

class  ConvertibleBond::option
 Option like features for Convertible Bond calculation. More...
class  ConvertibleBond::option::arguments
 Arguments for Convertible Bond calculation More...
class  ConvertibleBond::option::engine
 convertible bond engine base class More...

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