- QuantLib
- ConvertibleBond
 
base class for convertible bonds More...
#include <ql/experimental/convertiblebonds/convertiblebond.hpp>

| Public Member Functions | |
| Real | conversionRatio () const | 
| const DividendSchedule & | dividends () const | 
| const CallabilitySchedule & | callability () const | 
| const Handle< Quote > & | creditSpread () const | 
| Protected Member Functions | |
| ConvertibleBond (const boost::shared_ptr< Exercise > &exercise, Real conversionRatio, const DividendSchedule ÷nds, const CallabilitySchedule &callability, const Handle< Quote > &creditSpread, const Date &issueDate, Natural settlementDays, const Schedule &schedule, Real redemption) | |
| void | performCalculations () const | 
| Protected Attributes | |
| Real | conversionRatio_ | 
| CallabilitySchedule | callability_ | 
| DividendSchedule | dividends_ | 
| Handle< Quote > | creditSpread_ | 
| boost::shared_ptr< option > | option_ | 
base class for convertible bonds
| void performCalculations | ( | ) | const  [protected, virtual] | 
In case a pricing engine is not used, this method must be overridden to perform the actual calculations and set any needed results. In case a pricing engine is used, the default implementation can be used.
Reimplemented from Instrument.