ConvertibleBond Class Reference

#include <ql/instruments/convertiblebond.hpp>

Inheritance diagram for ConvertibleBond:

Inheritance graph
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List of all members.

Detailed Description

base class for convertible bonds


Public Member Functions

Real conversionRatio () const
const DividendSchedule & dividends () const
const CallabilitySchedule & callability () const
const Handle< Quote > & creditSpread () const

Protected Member Functions

 ConvertibleBond (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, Natural settlementDays, const DayCounter &dayCounter, const Schedule &schedule, Real redemption)
void performCalculations () const

Protected Attributes

Real conversionRatio_
CallabilitySchedule callability_
DividendSchedule dividends_
Handle< QuotecreditSpread_
boost::shared_ptr< option > option_


Member Function Documentation

void performCalculations (  )  const [protected, virtual]

In case a pricing engine is not used, this method must be overridden to perform the actual calculations and set any needed results. In case a pricing engine is used, the default implementation can be used.

Reimplemented from Bond.