File: class_quant_lib_1_1_callability.html

package info (click to toggle)
quantlib-refman-html 1.2-1
  • links: PTS
  • area: main
  • in suites: jessie, jessie-kfreebsd, wheezy
  • size: 84,552 kB
  • ctags: 5,132
  • sloc: makefile: 33
file content (137 lines) | stat: -rw-r--r-- 8,266 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>Callability Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>

<div id="container">
<div id="header">
<img class="titleimage"
 src="QL-title.jpg" width="185" height="50" border="0"
 alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">

<h3 class="navbartitle">Version 1.2</h3>

<hr>

<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>

<hr>

<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>

<div id="content">
<!--Doxygen-generated content-->

<!-- Generated by Doxygen 1.7.6.1 -->
  <div id="nav-path" class="navpath">
    <ul>
      <li class="navelem"><b>QuantLib</b>      </li>
      <li class="navelem"><a class="el" href="class_quant_lib_1_1_callability.html">Callability</a>      </li>
    </ul>
  </div>
</div>
<div class="header">
  <div class="summary">
<a href="#nested-classes">Classes</a> &#124;
<a href="#pub-types">Public Types</a> &#124;
<a href="#pub-methods">Public Member Functions</a>  </div>
  <div class="headertitle">
<div class="title">Callability Class Reference</div>  </div>
</div><!--header-->
<div class="contents">
<!-- doxytag: class="QuantLib::Callability" --><!-- doxytag: inherits="QuantLib::Event" -->
<p>instrument callability  
 <a href="class_quant_lib_1_1_callability.html#details">More...</a></p>

<p><code>#include &lt;ql/instruments/callabilityschedule.hpp&gt;</code></p>
<div class="dynheader">
Inheritance diagram for Callability:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_callability__inherit__graph.png" border="0" usemap="#_callability_inherit__map" alt="Inheritance graph"/></div>
<map name="_callability_inherit__map" id="_callability_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_soft_callability.html" title="callability leaving to the holder the possibility to convert" alt="" coords="5,166,107,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_event.html" title="Base class for event." alt="" coords="29,6,83,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>

<p><a href="class_quant_lib_1_1_callability-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="nested-classes"></a>
Classes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">class &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_callability_1_1_price.html">Price</a></td></tr>
<tr><td class="mdescLeft">&#160;</td><td class="mdescRight">amount to be paid upon callability  <a href="class_quant_lib_1_1_callability_1_1_price.html#details">More...</a><br/></td></tr>
<tr><td colspan="2"><h2><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">enum &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_callability.html#a1d1cfd8ffb84e947f82999c682b666a7">Type</a> { <b>Call</b>, 
<b>Put</b>
 }</td></tr>
<tr><td class="mdescLeft">&#160;</td><td class="mdescRight">type of the callability <br/></td></tr>
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aeb9063d369a5d78faba8e19783dc0016"></a><!-- doxytag: member="QuantLib::Callability::Callability" ref="aeb9063d369a5d78faba8e19783dc0016" args="(const Price &amp;price, Type type, const Date &amp;date)" -->
&#160;</td><td class="memItemRight" valign="bottom"><b>Callability</b> (const <a class="el" href="class_quant_lib_1_1_callability_1_1_price.html">Price</a> &amp;price, <a class="el" href="class_quant_lib_1_1_callability.html#a1d1cfd8ffb84e947f82999c682b666a7">Type</a> type, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;<a class="el" href="class_quant_lib_1_1_callability.html#a10f7d7687d98bfb4979aaa4c86c86a54">date</a>)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a45e2518616fcb5eda062598143213af1"></a><!-- doxytag: member="QuantLib::Callability::price" ref="a45e2518616fcb5eda062598143213af1" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_callability_1_1_price.html">Price</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>price</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afbd0fa31db28593e9669c3c56711c0a7"></a><!-- doxytag: member="QuantLib::Callability::type" ref="afbd0fa31db28593e9669c3c56711c0a7" args="() const " -->
<a class="el" href="class_quant_lib_1_1_callability.html#a1d1cfd8ffb84e947f82999c682b666a7">Type</a>&#160;</td><td class="memItemRight" valign="bottom"><b>type</b> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">Event interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a10f7d7687d98bfb4979aaa4c86c86a54"></a><!-- doxytag: member="QuantLib::Callability::date" ref="a10f7d7687d98bfb4979aaa4c86c86a54" args="() const " -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a>&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_callability.html#a10f7d7687d98bfb4979aaa4c86c86a54">date</a> () const </td></tr>
<tr><td class="mdescLeft">&#160;</td><td class="mdescRight">returns the date at which the event occurs <br/></td></tr>
<tr><td colspan="2"><div class="groupHeader">Visitability</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1d7eaf2f5dccce1c7781b54d64ba4a07"></a><!-- doxytag: member="QuantLib::Callability::accept" ref="a1d7eaf2f5dccce1c7781b54d64ba4a07" args="(AcyclicVisitor &amp;)" -->
virtual void&#160;</td><td class="memItemRight" valign="bottom"><b>accept</b> (<a class="el" href="class_quant_lib_1_1_acyclic_visitor.html">AcyclicVisitor</a> &amp;)</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>instrument callability </p>
<dl><dt><b>Examples: </b></dt><dd><a class="el" href="_callable_bonds_8cpp-example.html#_a15">CallableBonds.cpp</a>, and <a class="el" href="_convertible_bonds_8cpp-example.html#_a23">ConvertibleBonds.cpp</a>.</dd>
</dl></div></div><!-- contents -->

</div>

<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>

</div>

</body>
</html>