QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
convertiblebonds.hpp File Reference

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
 

Detailed Description

convertible bond class

Definition in file convertiblebonds.hpp.