ConvertibleFixedCouponBond Class Reference
convertible fixed-coupon bond More...
#include <ql/instruments/bonds/convertiblebond.hpp>
Inheritance diagram for ConvertibleFixedCouponBond:

Public Member Functions | |
ConvertibleFixedCouponBond (const boost::shared_ptr< Exercise > &exercise, Real conversionRatio, const DividendSchedule ÷nds, const CallabilitySchedule &callability, const Handle< Quote > &creditSpread, const Date &issueDate, Natural settlementDays, const std::vector< Rate > &coupons, const DayCounter &dayCounter, const Schedule &schedule, Real redemption=100) |
Detailed Description
convertible fixed-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.
- Examples: