ConvertibleBond Class Reference
#include <ql/instruments/bonds/convertiblebond.hpp>
Inheritance diagram for ConvertibleBond:

Detailed Description
base class for convertible bondsPublic 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_ |
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.