QuantLib_Callability (3) Linux Manual Page

QuantLib::Callability – instrument callability

Synopsis

#include <ql/instruments/callabilityschedule.hpp>

Inherits QuantLib::Event.

Inherited by SoftCallability.

Classes

class Price
amount to be paid upon callability

Public Types

enum Type { Call, Put }
type of the callability

Public Member Functions

Callability (const Price &price, Type type, const Date &date)

const Price & price () const

Type type () const

Date date () const
returns the date at which the event occurs

Visitability

virtual void accept (AcyclicVisitor &)

Detailed Description

instrument callability

Examples:

CallableBonds.cpp, and ConvertibleBonds.cpp.

Author

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