ConvertibleZeroCouponBond (3) - Linux Manuals

ConvertibleZeroCouponBond: convertible zero-coupon bond

NAME

QuantLib::ConvertibleZeroCouponBond - convertible zero-coupon bond

SYNOPSIS

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

Inherits QuantLib::ConvertibleBond.

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)

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.

Author

Generated automatically by Doxygen for QuantLib from the source code.