ConvertibleFloatingRateBond (3) Linux Manual Page

QuantLib::ConvertibleFloatingRateBond – convertible floating-rate bond

Synopsis

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

Inherits QuantLib::ConvertibleBond.

Public Member Functions

ConvertibleFloatingRateBond (const boost::shared_ptr< Exercise > &exercise, Real conversionRatio, const DividendSchedule &dividends, 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)

Detailed Description

convertible floating-rate bond

Warning

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.

Author

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