QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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callability leaving to the holder the possibility to convert More...
#include <convertiblebonds.hpp>
Public Member Functions | |
SoftCallability (const Bond::Price &price, const Date &date, Real trigger) | |
Real | trigger () const |
Public Member Functions inherited from Callability | |
Callability (const Bond::Price &price, Type type, const Date &date) | |
const Bond::Price & | price () const |
Type | type () const |
Date | date () const override |
returns the date at which the event occurs More... | |
void | accept (AcyclicVisitor &) override |
Public Member Functions inherited from Event | |
~Event () override=default | |
virtual bool | hasOccurred (const Date &refDate=Date(), ext::optional< bool > includeRefDate=ext::nullopt) const |
returns true if an event has already occurred before a date More... | |
Public Member Functions inherited from Observable | |
Observable () | |
Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
Observable (Observable &&)=delete | |
Observable & | operator= (Observable &&)=delete |
virtual | ~Observable ()=default |
void | notifyObservers () |
Private Attributes | |
Real | trigger_ |
Additional Inherited Members | |
Public Types inherited from Callability | |
enum | Type { Call , Put } |
type of the callability More... | |
callability leaving to the holder the possibility to convert
Definition at line 42 of file convertiblebonds.hpp.
SoftCallability | ( | const Bond::Price & | price, |
const Date & | date, | ||
Real | trigger | ||
) |
Definition at line 44 of file convertiblebonds.hpp.
Real trigger | ( | ) | const |
Definition at line 46 of file convertiblebonds.hpp.
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private |
Definition at line 49 of file convertiblebonds.hpp.