ConvertibleZeroCouponBond Class Reference

#include <ql/instruments/bonds/convertiblebond.hpp>

Inheritance diagram for ConvertibleZeroCouponBond:

List of all members.


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< Exercise > &exercise, 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)