QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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convertible bond class More...
#include <ql/instruments/bond.hpp>
#include <ql/instruments/callabilityschedule.hpp>
#include <ql/instruments/dividendschedule.hpp>
#include <ql/instruments/oneassetoption.hpp>
#include <ql/quote.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/schedule.hpp>
Go to the source code of this file.
Classes | |
class | SoftCallability |
callability leaving to the holder the possibility to convert More... | |
class | ConvertibleBond |
base class for convertible bonds More... | |
class | ConvertibleZeroCouponBond |
convertible zero-coupon bond More... | |
class | ConvertibleFixedCouponBond |
convertible fixed-coupon bond More... | |
class | ConvertibleFloatingRateBond |
convertible floating-rate bond More... | |
class | ConvertibleBond::arguments |
class | ConvertibleBond::engine |
Namespaces | |
namespace | QuantLib |
convertible bond class
Definition in file convertiblebonds.hpp.