ConvertibleBond::option::arguments Class Reference
#include <ql/Instruments/convertiblebond.hpp>
List of all members.
Detailed Description
Arguments for Convertible
Bond calculation
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Public Member Functions |
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void | validate () const |
Public Attributes |
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Real | conversionRatio |
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Handle< Quote > | creditSpread |
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DividendSchedule | dividends |
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std::vector< Time > | dividendTimes |
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std::vector< Time > | callabilityTimes |
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std::vector< Callability::Type > | callabilityTypes |
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std::vector< Real > | callabilityPrices |
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std::vector< Real > | callabilityTriggers |
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std::vector< Time > | couponTimes |
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std::vector< Real > | couponAmounts |
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DayCounter | dayCounter |
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Date | issueDate |
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Date | settlementDate |
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Integer | settlementDays |
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Real | redemption |