ConvertibleFixedCouponBond Class Reference

#include <ql/Instruments/convertiblebond.hpp>

List of all members.


Detailed Description

convertible fixed-coupon bond

Warning:
At this time, discrete dividends are not managed.
Warning:
Most methods inherited from Bond (such as yield or the yield-based dirtyPrice and cleanPrice) refer to the underlying plain-vanilla bond and do not take convertibility and callability into account.
Examples:

ConvertibleBonds.cpp.


Public Member Functions

 ConvertibleFixedCouponBond (const boost::shared_ptr< StochasticProcess > &process, const boost::shared_ptr< Exercise > &exercise, const boost::shared_ptr< PricingEngine > &engine, Real conversionRatio, const DividendSchedule &dividends, const CallabilitySchedule &callability, const Handle< Quote > &creditSpread, const Date &issueDate, Integer settlementDays, const std::vector< Rate > &coupons, const DayCounter &dayCounter, const Schedule &schedule, Real redemption=100)