convertible bond class More...
#include <ql/instruments/bond.hpp>
#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/dividendschedule.hpp>
#include <ql/instruments/callabilityschedule.hpp>
#include <ql/time/schedule.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/quote.hpp>
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... | |
Namespaces | |
QuantLib | |
convertible bond class