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

Detailed Description
convertible floating-rate 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 | |
ConvertibleFloatingRateBond (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 boost::shared_ptr< IborIndex > &index, Natural fixingDays, const std::vector< Spread > &spreads, const DayCounter &dayCounter, const Schedule &schedule, Real redemption=100) |