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<div class="title">ConvertibleZeroCouponBond Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::ConvertibleZeroCouponBond" --><!-- doxytag: inherits="QuantLib::ConvertibleBond" -->
<p>convertible zero-coupon bond
<a href="class_quant_lib_1_1_convertible_zero_coupon_bond.html#details">More...</a></p>
<p><code>#include <ql/experimental/convertiblebonds/convertiblebond.hpp></code></p>
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Inheritance diagram for ConvertibleZeroCouponBond:</div>
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<div class="center"><img src="class_quant_lib_1_1_convertible_zero_coupon_bond__inherit__graph.png" border="0" usemap="#_convertible_zero_coupon_bond_inherit__map" alt="Inheritance graph"/></div>
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<p><a href="class_quant_lib_1_1_convertible_zero_coupon_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="a43ee7d68eb965fe1fbce58be95496851"></a><!-- doxytag: member="QuantLib::ConvertibleZeroCouponBond::ConvertibleZeroCouponBond" ref="a43ee7d68eb965fe1fbce58be95496851" 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 DayCounter &dayCounter, const Schedule &schedule, Real redemption=100)" -->
 </td><td class="memItemRight" valign="bottom"><b>ConvertibleZeroCouponBond</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_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#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_bond.html#a58d0698e89061e76114760d78d588350">redemption</a>=100)</td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>convertible zero-coupon bond </p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000009">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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