25#ifndef quantlib_convertible_bonds_hpp
26#define quantlib_convertible_bonds_hpp
111 const std::vector<Rate>& coupons,
118 bool exCouponEndOfMonth =
false);
135 const ext::shared_ptr<IborIndex>& index,
137 const std::vector<Spread>& spreads,
144 bool exCouponEndOfMonth =
false);
169 :
public GenericEngine<ConvertibleBond::arguments, ConvertibleBond::results> {};
Schedule of put/call dates.
Natural settlementDays() const
const ext::shared_ptr< CashFlow > & redemption() const
Date date() const override
returns the date at which the event occurs
const Bond::Price & price() const
std::vector< Date > callabilityDates
ext::shared_ptr< Exercise > exercise
std::vector< Real > callabilityTriggers
std::vector< Callability::Type > callabilityTypes
std::vector< Real > callabilityPrices
void validate() const override
base class for convertible bonds
void setupArguments(PricingEngine::arguments *) const override
Real conversionRatio() const
const CallabilitySchedule & callability() const
ext::shared_ptr< Exercise > exercise_
CallabilitySchedule callability_
convertible fixed-coupon bond
convertible floating-rate bond
convertible zero-coupon bond
template base class for option pricing engines
template class providing a null value for a given type.
callability leaving to the holder the possibility to convert
SoftCallability(const Bond::Price &price, const Date &date, Real trigger)
Schedule of dividend dates.
BusinessDayConvention
Business Day conventions.
unsigned QL_INTEGER Natural
positive integer
std::vector< ext::shared_ptr< Callability > > CallabilitySchedule
std::vector< ext::shared_ptr< CashFlow > > Leg
Sequence of cash-flows.
Option on a single asset.
purely virtual base class for market observables