QuantLib:: ConvertibleBond:: option
ConvertibleBond::option Class Reference#include <ql/Instruments/convertiblebond.hpp>
Inheritance diagram for ConvertibleBond::option:
[legend]List of all members.
Detailed Description
Option like features for Convertible Bond calculation.
Member Function Documentation
void setupArguments |
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Arguments * |
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const [virtual] |
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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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