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Sourcecode: quantlib version File versions

convertiblebond.hpp File Reference


Detailed Description

convertible bond class

Definition in file convertiblebond.hpp.

#include <ql/time/schedule.hpp>
#include <ql/exercise.hpp>
#include <ql/pricingengine.hpp>
#include <ql/payoff.hpp>
#include <ql/stochasticprocess.hpp>
#include <ql/instruments/bond.hpp>
#include <ql/instruments/oneassetstrikedoption.hpp>
#include <ql/instruments/dividendschedule.hpp>
#include <ql/instruments/callabilityschedule.hpp>
#include <ql/indexes/iborindex.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::ConvertibleBond
 base class for convertible bonds More...
class  QuantLib::ConvertibleBond::option
class  QuantLib::ConvertibleBond::option::arguments
class  QuantLib::ConvertibleBond::option::engine
class  QuantLib::ConvertibleFixedCouponBond
 convertible fixed-coupon bond More...
class  QuantLib::ConvertibleFloatingRateBond
 convertible floating-rate bond More...
class  QuantLib::ConvertibleZeroCouponBond
 convertible zero-coupon bond More...
class  QuantLib::SoftCallability
 callability leaving to the holder the possibility to convert More...


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