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<title>QuantLib: ConvertibleFloatingRateBond Class Reference</title>
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<h1>ConvertibleFloatingRateBond Class Reference</h1><!-- doxytag: class="QuantLib::ConvertibleFloatingRateBond" --><!-- doxytag: inherits="QuantLib::ConvertibleBond" --><code>#include <ql/instruments/bonds/convertiblebond.hpp></code>
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Inheritance diagram for ConvertibleFloatingRateBond:</div>
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<a href="class_quant_lib_1_1_convertible_floating_rate_bond-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
convertible floating-rate bond
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<dl compact><dt><b><a class="el" href="caveats.html#_caveats000039">Warning:</a></b></dt><dd>Most methods inherited from <a class="el" href="class_quant_lib_1_1_bond.html" title="Base bond class.">Bond</a> (such as yield or the yield-based dirtyPrice and cleanPrice) refer to the underlying plain-vanilla bond and do not take convertibility and callability into account. </dd></dl>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="84d6fdab9baa559a4cae1430b7cce1b3"></a><!-- doxytag: member="QuantLib::ConvertibleFloatingRateBond::ConvertibleFloatingRateBond" ref="84d6fdab9baa559a4cae1430b7cce1b3" args="(const boost::shared_ptr< Exercise > &exercise, Real conversionRatio, const DividendSchedule &dividends, const CallabilitySchedule &callability, const Handle< Quote > &creditSpread, const Date &issueDate, Natural settlementDays, const boost::shared_ptr< IborIndex > &index, Natural fixingDays, const std::vector< Spread > &spreads, const DayCounter &dayCounter, const Schedule &schedule, Real redemption=100)" -->
</td><td class="memItemRight" valign="bottom"><b>ConvertibleFloatingRateBond</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a> > &exercise, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> conversionRatio, const DividendSchedule &dividends, const CallabilitySchedule &callability, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &creditSpread, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &issueDate, <a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> settlementDays, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > &index, <a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> fixingDays, const std::vector< <a class="el" href="group__types.html#ge7427f4743503002b0c6eeeefae91a3d">Spread</a> > &spreads, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &schedule, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> redemption=100)</td></tr>
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