ql/Instruments/convertiblebond.hpp File Reference


Detailed Description

convertible bond class

#include <ql/schedule.hpp>
#include <ql/exercise.hpp>
#include <ql/pricingengine.hpp>
#include <ql/payoff.hpp>
#include <ql/stochasticprocess.hpp>
#include <ql/Instruments/bond.hpp>
#include <ql/Instruments/oneassetstrikedoption.hpp>
#include <ql/Instruments/dividendschedule.hpp>
#include <ql/Instruments/callabilityschedule.hpp>
#include <ql/Indexes/xibor.hpp>

Include dependency graph for convertiblebond.hpp:


Namespaces

namespace  QuantLib

Classes

class  SoftCallability
 callability leaving to the holder the possibility to convert More...
class  ConvertibleZeroCouponBond
 convertible zero-coupon bond More...
class  ConvertibleFixedCouponBond
 convertible fixed-coupon bond More...
class  ConvertibleFloatingRateBond
 convertible floating-rate bond More...
class  ConvertibleBond::option::arguments
 Arguments for Convertible Bond calculation More...
class  ConvertibleBond::option::engine
 convertible bond engine base class More...