ConvertibleFloatingRateBond Class Reference
convertible floating-rate bond More...
#include <ql/instruments/bonds/convertiblebond.hpp>
Inheritance diagram for ConvertibleFloatingRateBond:

Public Member Functions | |
ConvertibleFloatingRateBond (const boost::shared_ptr< Exercise > &exercise, 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) |
Detailed Description
convertible floating-rate bond