QuantLib_ConvertibleFloatingRateBond (3) - Linux Manuals
QuantLib_ConvertibleFloatingRateBond: convertible floating-rate bond
QuantLib::ConvertibleFloatingRateBond - convertible floating-rate bond
Public Member Functions
ConvertibleFloatingRateBond (const boost::shared_ptr< Exercise > &exercise, Real conversionRatio, const DividendSchedule ÷nds, const CallabilitySchedule &callability, const Handle< Quote > &creditSpread, const Date &issueDate, Natural settlementDays, const boost::shared_ptr< IborIndex > &index, Natural fixingDays, const std::vector< Spread > &spreads, const DayCounter &dayCounter, const Schedule &schedule, Real redemption=100)
convertible floating-rate bond
- Most methods inherited from Bond (such as yield or the yield-based dirtyPrice and cleanPrice) refer to the underlying plain-vanilla bond and do not take convertibility and callability into account.
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