ConvertibleZeroCouponBond Class Reference

#include <ql/instruments/convertiblebond.hpp>

Inheritance diagram for ConvertibleZeroCouponBond:

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Detailed Description

convertible zero-coupon bond

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.


Public Member Functions

 ConvertibleZeroCouponBond (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=100)