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<li class="navelem"><a class="el" href="class_quant_lib_1_1_convertible_bond.html">ConvertibleBond</a> </li>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">ConvertibleBond Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::ConvertibleBond" --><!-- doxytag: inherits="QuantLib::Bond" -->
<p>base class for convertible bonds
<a href="class_quant_lib_1_1_convertible_bond.html#details">More...</a></p>
<p><code>#include <ql/experimental/convertiblebonds/convertiblebond.hpp></code></p>
<div class="dynheader">
Inheritance diagram for ConvertibleBond:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_convertible_bond__inherit__graph.png" border="0" usemap="#_convertible_bond_inherit__map" alt="Inheritance graph"/></div>
<map name="_convertible_bond_inherit__map" id="_convertible_bond_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_convertible_fixed_coupon_bond.html" title="convertible fixed-coupon bond" alt="" coords="5,166,197,197"/><area shape="rect" id="node7" href="class_quant_lib_1_1_convertible_floating_rate_bond.html" title="convertible floating-rate bond" alt="" coords="221,166,411,197"/><area shape="rect" id="node9" href="class_quant_lib_1_1_convertible_zero_coupon_bond.html" title="convertible zero-coupon bond" alt="" coords="435,166,621,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_bond.html" title="Base bond class." alt="" coords="291,6,341,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_convertible_bond-members.html">List of all members.</a></p>
<table class="memberdecls">
<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="af8aff8c2536e96ebc06e5ac2f794cbbc"></a><!-- doxytag: member="QuantLib::ConvertibleBond::conversionRatio" ref="af8aff8c2536e96ebc06e5ac2f794cbbc" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>conversionRatio</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a81d8b1178b98409e8ff408025b2f484f"></a><!-- doxytag: member="QuantLib::ConvertibleBond::dividends" ref="a81d8b1178b98409e8ff408025b2f484f" args="() const " -->
const DividendSchedule & </td><td class="memItemRight" valign="bottom"><b>dividends</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0a3ec3cbe7dc35593049776f91a87e95"></a><!-- doxytag: member="QuantLib::ConvertibleBond::callability" ref="a0a3ec3cbe7dc35593049776f91a87e95" args="() const " -->
const CallabilitySchedule & </td><td class="memItemRight" valign="bottom"><b>callability</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abb5f659097e6accb13e6b5693baec5e9"></a><!-- doxytag: member="QuantLib::ConvertibleBond::creditSpread" ref="abb5f659097e6accb13e6b5693baec5e9" args="() const " -->
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> > & </td><td class="memItemRight" valign="bottom"><b>creditSpread</b> () const </td></tr>
<tr><td colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a69d7841e0f14b385aef69a61f61ff056"></a><!-- doxytag: member="QuantLib::ConvertibleBond::ConvertibleBond" ref="a69d7841e0f14b385aef69a61f61ff056" 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 Schedule &schedule, Real redemption)" -->
 </td><td class="memItemRight" valign="bottom"><b>ConvertibleBond</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#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">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#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> settlementDays, const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &schedule, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_bond.html#a58d0698e89061e76114760d78d588350">redemption</a>)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_convertible_bond.html#a02b90bbfee3ee29627939544fb59ec93">performCalculations</a> () const </td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0917d29fab7a992c792c9ca306c56704"></a><!-- doxytag: member="QuantLib::ConvertibleBond::conversionRatio_" ref="a0917d29fab7a992c792c9ca306c56704" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>conversionRatio_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab47aa82e7652aec164a5020771a98d46"></a><!-- doxytag: member="QuantLib::ConvertibleBond::callability_" ref="ab47aa82e7652aec164a5020771a98d46" args="" -->
CallabilitySchedule </td><td class="memItemRight" valign="bottom"><b>callability_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abab30617bf36bfc9a09b3e2a7dc1594a"></a><!-- doxytag: member="QuantLib::ConvertibleBond::dividends_" ref="abab30617bf36bfc9a09b3e2a7dc1594a" args="" -->
DividendSchedule </td><td class="memItemRight" valign="bottom"><b>dividends_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad6b83ffe0d331da015bb6a057c34061e"></a><!-- doxytag: member="QuantLib::ConvertibleBond::creditSpread_" ref="ad6b83ffe0d331da015bb6a057c34061e" args="" -->
<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> > </td><td class="memItemRight" valign="bottom"><b>creditSpread_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a99b515e350a96ce3a6d01d0b5810e1fe"></a><!-- doxytag: member="QuantLib::ConvertibleBond::option_" ref="a99b515e350a96ce3a6d01d0b5810e1fe" args="" -->
boost::shared_ptr< option > </td><td class="memItemRight" valign="bottom"><b>option_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>base class for convertible bonds </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a02b90bbfee3ee29627939544fb59ec93"></a><!-- doxytag: member="QuantLib::ConvertibleBond::performCalculations" ref="a02b90bbfee3ee29627939544fb59ec93" args="() const " -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_convertible_bond.html#a02b90bbfee3ee29627939544fb59ec93">performCalculations</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const<code> [protected, virtual]</code></td>
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<p>In case a pricing engine is <b>not</b> used, this method must be overridden to perform the actual calculations and set any needed results. In case a pricing engine is used, the default implementation can be used. </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_instrument.html#a02b90bbfee3ee29627939544fb59ec93">Instrument</a>.</p>
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