|
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
|
convertible bond class More...
#include <ql/instruments/bond.hpp>#include <ql/instruments/callabilityschedule.hpp>#include <ql/instruments/dividendschedule.hpp>#include <ql/instruments/oneassetoption.hpp>#include <ql/quote.hpp>#include <ql/time/daycounter.hpp>#include <ql/time/schedule.hpp>Go to the source code of this file.
Classes | |
| class | SoftCallability |
| callability leaving to the holder the possibility to convert More... | |
| class | ConvertibleBond |
| base class for convertible bonds More... | |
| class | ConvertibleZeroCouponBond |
| convertible zero-coupon bond More... | |
| class | ConvertibleFixedCouponBond |
| convertible fixed-coupon bond More... | |
| class | ConvertibleFloatingRateBond |
| convertible floating-rate bond More... | |
| class | ConvertibleBond::arguments |
| class | ConvertibleBond::engine |
Namespaces | |
| namespace | QuantLib |
convertible bond class
Definition in file convertiblebonds.hpp.