- QuantLib
- ConvertibleFixedCouponBond
convertible fixed-coupon bond More...
#include <ql/experimental/convertiblebonds/convertiblebond.hpp>
Public Member Functions | |
ConvertibleFixedCouponBond (const boost::shared_ptr< Exercise > &exercise, Real conversionRatio, const DividendSchedule ÷nds, const CallabilitySchedule &callability, const Handle< Quote > &creditSpread, const Date &issueDate, Natural settlementDays, const std::vector< Rate > &coupons, const DayCounter &dayCounter, const Schedule &schedule, Real redemption=100) |
convertible fixed-coupon bond