ConvertibleFloatingRateBond (3) - Linux Manuals

ConvertibleFloatingRateBond: convertible floating-rate bond

Command to display ConvertibleFloatingRateBond manual in Linux: $ man 3 ConvertibleFloatingRateBond

NAME

QuantLib::ConvertibleFloatingRateBond - convertible floating-rate bond

SYNOPSIS

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

Inherits QuantLib::ConvertibleBond.

Public Member Functions

ConvertibleFloatingRateBond (const boost::shared_ptr< Exercise > &exercise, Real conversionRatio, const DividendSchedule &dividends, 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

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.

Author

Generated automatically by Doxygen for QuantLib from the source code.