ConvertibleBond Class Reference
#include <ql/instruments/convertiblebond.hpp>
Inheritance diagram for ConvertibleBond:

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 ÷nds, 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< Quote > | creditSpread_ |
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.