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> |
<a href="#pub-types">Public Types</a> |
<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 <ql/instruments/callabilityschedule.hpp></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  </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"> </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  </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"> </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 &price, Type type, const Date &date)" -->
 </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> &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> &<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> & </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> </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> </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"> </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 &)" -->
virtual void </td><td class="memItemRight" valign="bottom"><b>accept</b> (<a class="el" href="class_quant_lib_1_1_acyclic_visitor.html">AcyclicVisitor</a> &)</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>
|