ql/instruments/convertiblebond.hpp File Reference
Detailed Description
convertible bond class
#include <ql/time/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/iborindex.hpp>
Include dependency graph for convertiblebond.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | SoftCallability |
callability leaving to the holder the possibility to convert More... | |
class | ConvertibleBond |
base class for convertible bonds More... | |
class | ConvertibleZeroCouponBond |
convertible zero-coupon bond More... | |
class | ConvertibleFixedCouponBond |
convertible fixed-coupon bond More... | |
class | ConvertibleFloatingRateBond |
convertible floating-rate bond More... |