ConvertibleBond2::ConversionData Struct Reference

#include <qle/instruments/convertiblebond2.hpp>

Collaboration diagram for ConvertibleBond2::ConversionData:

Public Types
enum class	ExerciseType { OnThisDate , FromThisDateOn }
enum class	CocoType { None , Spot , StartOfPeriod }

Public Attributes
Date	exerciseDate
ExerciseType	exerciseType
CocoType	cocoType
Real	cocoBarrier

Detailed Description

Definition at line 75 of file convertiblebond2.hpp.

Member Enumeration Documentation

ExerciseType

enum class ExerciseType

strong

Enumerator
OnThisDate
FromThisDateOn

Definition at line 76 of file convertiblebond2.hpp.

{ OnThisDate, FromThisDateOn };

CocoType

enum class CocoType

strong

Enumerator
None
Spot
StartOfPeriod

Definition at line 79 of file convertiblebond2.hpp.

{ None, Spot, StartOfPeriod };

Member Data Documentation

exerciseDate

Date exerciseDate

Definition at line 77 of file convertiblebond2.hpp.

exerciseType

ExerciseType exerciseType

Definition at line 78 of file convertiblebond2.hpp.

cocoType

CocoType cocoType

Definition at line 80 of file convertiblebond2.hpp.

cocoBarrier

Real cocoBarrier

Definition at line 81 of file convertiblebond2.hpp.