callability_ (3) - Linux Manuals
callability_: base class for convertible bonds
NAME
QuantLib::ConvertibleBond - base class for convertible bonds
SYNOPSIS
#include <ql/instruments/bonds/convertiblebond.hpp>
Inherits QuantLib::Bond.
Inherited by ConvertibleFixedCouponBond, ConvertibleFloatingRateBond, and ConvertibleZeroCouponBond.
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 DayCounter &dayCounter, const Schedule &schedule, Real redemption)
void performCalculations () const
Protected Attributes
Real conversionRatio_
CallabilitySchedule callability_
DividendSchedule dividends_
Handle< Quote > creditSpread_
boost::shared_ptr< option > option_
Detailed Description
base class for convertible bonds
Member Function Documentation
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.
Author
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