25#ifndef quantlib_discretized_convertible_hpp
26#define quantlib_discretized_convertible_hpp
37 ext::shared_ptr<GeneralizedBlackScholesProcess> process,
56 std::vector<Time> result;
58 std::back_inserter(result));
60 std::back_inserter(result));
62 std::back_inserter(result));
76 ext::shared_ptr<GeneralizedBlackScholesProcess>
process_;
1-D array used in linear algebra.
Discretized asset class used by numerical methods.
std::vector< Time > stoppingTimes_
std::vector< Date > dividendDates_
std::vector< Time > couponTimes_
std::vector< Real > couponAmounts_
Array spreadAdjustedRate_
const Array & dividendValues() const
Array conversionProbability_
Array adjustedGrid() const
ConvertibleBond::arguments arguments_
std::vector< Time > dividendTimes_
const Array & spreadAdjustedRate() const
void postAdjustValuesImpl() override
std::vector< Time > mandatoryTimes() const override
void applyConvertibility()
DividendSchedule dividends_
std::vector< Time > callabilityTimes_
const Array & conversionProbability() const
ext::shared_ptr< GeneralizedBlackScholesProcess > process_
Array & spreadAdjustedRate()
Array & conversionProbability()
void applyCallability(Size, bool convertible)
Handle< Quote > creditSpread_
void reset(Size size) override
Shared handle to an observable.
Discretized asset classes.
std::size_t Size
size of a container
std::vector< ext::shared_ptr< Dividend > > DividendSchedule