ConvertibleBond::option Class Reference

#include <ql/Instruments/convertiblebond.hpp>

Inheritance diagram for ConvertibleBond::option:

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Detailed Description

Option like features for Convertible Bond calculation.


Public Member Functions

void setupArguments (Arguments *) const

Classes

class  arguments
 Arguments for Convertible Bond calculation More...
class  engine
 convertible bond engine base class More...


Member Function Documentation

void setupArguments Arguments  )  const [virtual]
 

When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.

Reimplemented from OneAssetStrikedOption.


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