ConvertibleBond2::ConversionResetData Struct Reference

#include <qle/instruments/convertiblebond2.hpp>

Collaboration diagram for ConvertibleBond2::ConversionResetData:

Public Types
enum class	ReferenceType { InitialCP , CurrentCP }

Public Attributes
ReferenceType	referenceType
Date	resetDate
Real	threshold
Real	gearing
Real	floor
Real	globalFloor

Detailed Description

Definition at line 92 of file convertiblebond2.hpp.

Member Enumeration Documentation

ReferenceType

enum class ReferenceType

strong

Enumerator
InitialCP
CurrentCP

Definition at line 93 of file convertiblebond2.hpp.

{ InitialCP, CurrentCP };

Member Data Documentation

referenceType

ReferenceType referenceType

Definition at line 94 of file convertiblebond2.hpp.

resetDate

Date resetDate

Definition at line 95 of file convertiblebond2.hpp.

threshold

Real threshold

Definition at line 96 of file convertiblebond2.hpp.

gearing

Real gearing

Definition at line 97 of file convertiblebond2.hpp.

floor

Real floor

Definition at line 97 of file convertiblebond2.hpp.

globalFloor

Real globalFloor

Definition at line 97 of file convertiblebond2.hpp.