A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
|
callability leaving to the holder the possibility to convert More...
#include <ql/experimental/convertiblebonds/convertiblebond.hpp>
Inheritance diagram for SoftCallability: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 |
| returns the date at which the event occurs | |
| virtual void | accept (AcyclicVisitor &) |
| Public Member Functions inherited from Event | |
| virtual bool | hasOccurred (const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) const |
| returns true if an event has already occurred before a date More... | |
| Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| void | notifyObservers () |
Additional Inherited Members | |
| Public Types inherited from Callability | |
| enum | Type { Call, Put } |
| type of the callability | |
| Public Attributes inherited from Callability | |
| QL_DEPRECATED typedef Bond::Price | Price |
| amount to be paid upon callability More... | |
callability leaving to the holder the possibility to convert
