ql/Instruments/convertiblebond.hpp File Reference
Detailed Description
convertible bond class
#include <ql/schedule.hpp>
#include <ql/exercise.hpp>
#include <ql/pricingengine.hpp>
#include <ql/payoff.hpp>
#include <ql/stochasticprocess.hpp>
#include <ql/Instruments/bond.hpp>
#include <ql/Instruments/oneassetstrikedoption.hpp>
#include <ql/Instruments/dividendschedule.hpp>
#include <ql/Instruments/callabilityschedule.hpp>
#include <ql/Indexes/xibor.hpp>
Include dependency graph for convertiblebond.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | SoftCallability |
| callability leaving to the holder the possibility to convert More... | |
| class | ConvertibleZeroCouponBond |
| convertible zero-coupon bond More... | |
| class | ConvertibleFixedCouponBond |
| convertible fixed-coupon bond More... | |
| class | ConvertibleFloatingRateBond |
| convertible floating-rate bond More... | |
| class | ConvertibleBond::option::arguments |
| Arguments for Convertible Bond calculation More... | |
| class | ConvertibleBond::option::engine |
| convertible bond engine base class More... | |