creditSpread (3) - Linux Manuals

creditSpread: base class for convertible bonds


QuantLib::ConvertibleBond - base class for convertible bonds


#include <ql/instruments/bonds/convertiblebond.hpp>

Inherits QuantLib::Bond.

Inherited by ConvertibleFixedCouponBond, ConvertibleFloatingRateBond, and ConvertibleZeroCouponBond.

Public 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 &dividends, 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_

Detailed Description

base class for convertible bonds

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.


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