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...