ConvertibleBond::arguments Class Reference

#include <convertiblebonds.hpp>

Inheritance diagram for ConvertibleBond::arguments:

Collaboration diagram for ConvertibleBond::arguments:

Public Member Functions
	arguments ()
void	validate () const override
Public Member Functions inherited from PricingEngine::arguments
virtual	~arguments ()=default
virtual void	validate () const =0

Public Attributes
ext::shared_ptr< Exercise >	exercise
Real	conversionRatio
std::vector< Date >	callabilityDates
std::vector< Callability::Type >	callabilityTypes
std::vector< Real >	callabilityPrices
std::vector< Real >	callabilityTriggers
Leg	cashflows
Date	issueDate
Date	settlementDate
Natural	settlementDays
Real	redemption

Detailed Description

Definition at line 148 of file convertiblebonds.hpp.

Constructor & Destructor Documentation

arguments()

arguments

(

)

Definition at line 150 of file convertiblebonds.hpp.

Member Function Documentation

validate()

void validate ( ) const

overridevirtual

Implements PricingEngine::arguments.

Definition at line 197 of file convertiblebonds.cpp.

Member Data Documentation

exercise

ext::shared_ptr<Exercise> exercise

Definition at line 153 of file convertiblebonds.hpp.

conversionRatio

Real conversionRatio

Definition at line 154 of file convertiblebonds.hpp.

callabilityDates

std::vector<Date> callabilityDates

Definition at line 155 of file convertiblebonds.hpp.

callabilityTypes

std::vector<Callability::Type> callabilityTypes

Definition at line 156 of file convertiblebonds.hpp.

callabilityPrices

std::vector<Real> callabilityPrices

Definition at line 157 of file convertiblebonds.hpp.

callabilityTriggers

std::vector<Real> callabilityTriggers

Definition at line 158 of file convertiblebonds.hpp.

cashflows

Leg cashflows

Definition at line 159 of file convertiblebonds.hpp.

issueDate

Date issueDate

Definition at line 160 of file convertiblebonds.hpp.

settlementDate

Date settlementDate

Definition at line 161 of file convertiblebonds.hpp.

settlementDays

Natural settlementDays

Definition at line 163 of file convertiblebonds.hpp.

redemption

Real redemption

Definition at line 164 of file convertiblebonds.hpp.