ConvertibleBond2::CallabilityData Struct Reference

#include <qle/instruments/convertiblebond2.hpp>

Collaboration diagram for ConvertibleBond2::CallabilityData:

Public Types
enum class	ExerciseType { OnThisDate , FromThisDateOn }
enum class	PriceType { Clean , Dirty }

Public Attributes
Date	exerciseDate
ExerciseType	exerciseType
Real	price
PriceType	priceType
bool	includeAccrual
bool	isSoft
Real	softTriggerRatio

Detailed Description

Definition at line 48 of file convertiblebond2.hpp.

Member Enumeration Documentation

ExerciseType

enum class ExerciseType

strong

Enumerator
OnThisDate
FromThisDateOn

Definition at line 49 of file convertiblebond2.hpp.

{ OnThisDate, FromThisDateOn };

PriceType

enum class PriceType

strong

Enumerator
Clean
Dirty

Definition at line 50 of file convertiblebond2.hpp.

{ Clean, Dirty };

Member Data Documentation

exerciseDate

Date exerciseDate

Definition at line 51 of file convertiblebond2.hpp.

exerciseType

ExerciseType exerciseType

Definition at line 52 of file convertiblebond2.hpp.

price

Real price

Definition at line 53 of file convertiblebond2.hpp.

priceType

PriceType priceType

Definition at line 54 of file convertiblebond2.hpp.

includeAccrual

bool includeAccrual

Definition at line 55 of file convertiblebond2.hpp.

isSoft

bool isSoft

Definition at line 56 of file convertiblebond2.hpp.

softTriggerRatio

Real softTriggerRatio

Definition at line 57 of file convertiblebond2.hpp.