convertible zero-coupon bond More...
#include <ql/experimental/convertiblebonds/convertiblebond.hpp>
 Inheritance diagram for ConvertibleZeroCouponBond:
 Inheritance diagram for ConvertibleZeroCouponBond:| Public Member Functions | |
| ConvertibleZeroCouponBond (const boost::shared_ptr< Exercise > &exercise, Real conversionRatio, const DividendSchedule ÷nds, const CallabilitySchedule &callability, const Handle< Quote > &creditSpread, const Date &issueDate, Natural settlementDays, const DayCounter &dayCounter, const Schedule &schedule, Real redemption=100) | |
|  Public Member Functions inherited from ConvertibleBond | |
| Real | conversionRatio () const | 
| const DividendSchedule & | dividends () const | 
| const CallabilitySchedule & | callability () const | 
| const Handle< Quote > & | creditSpread () const | 
|  Public Member Functions inherited from Bond | |
| Bond (Natural settlementDays, const Calendar &calendar, const Date &issueDate=Date(), const Leg &coupons=Leg()) | |
| constructor for amortizing or non-amortizing bonds.  More... | |
| Bond (Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &maturityDate, const Date &issueDate=Date(), const Leg &cashflows=Leg()) | |
| old constructor for non amortizing bonds.  More... | |
| virtual Rate | nextCouponRate (Date d=Date()) const | 
| Rate | previousCouponRate (Date d=Date()) const | 
| Previous coupon already paid at a given date.  More... | |
| Date | nextCashFlowDate (Date d=Date()) const | 
| Date | previousCashFlowDate (Date d=Date()) const | 
| bool | isExpired () const | 
| returns whether the instrument might have value greater than zero. | |
| Natural | settlementDays () const | 
| const Calendar & | calendar () const | 
| const std::vector< Real > & | notionals () const | 
| virtual Real | notional (Date d=Date()) const | 
| const Leg & | cashflows () const | 
| const Leg & | redemptions () const | 
| const boost::shared_ptr< CashFlow > & | redemption () const | 
| Date | startDate () const | 
| Date | maturityDate () const | 
| Date | issueDate () const | 
| bool | isTradable (Date d=Date()) const | 
| Date | settlementDate (Date d=Date()) const | 
| Real | cleanPrice () const | 
| theoretical clean price  More... | |
| Real | dirtyPrice () const | 
| theoretical dirty price  More... | |
| Real | settlementValue () const | 
| theoretical settlement value  More... | |
| Rate | yield (const DayCounter &dc, Compounding comp, Frequency freq, Real accuracy=1.0e-8, Size maxEvaluations=100) const | 
| theoretical bond yield  More... | |
| Real | cleanPrice (Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const | 
| clean price given a yield and settlement date  More... | |
| Real | dirtyPrice (Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const | 
| dirty price given a yield and settlement date  More... | |
| Real | settlementValue (Real cleanPrice) const | 
| settlement value as a function of the clean price  More... | |
| Rate | yield (Real cleanPrice, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date(), Real accuracy=1.0e-8, Size maxEvaluations=100) const | 
| yield given a (clean) price and settlement date  More... | |
| virtual Real | accruedAmount (Date d=Date()) const | 
| accrued amount at a given date  More... | |
|  Public Member Functions inherited from Instrument | |
| Real | NPV () const | 
| returns the net present value of the instrument. | |
| Real | errorEstimate () const | 
| returns the error estimate on the NPV when available. | |
| const Date & | valuationDate () const | 
| returns the date the net present value refers to. | |
| template<typename T > | |
| T | result (const std::string &tag) const | 
| returns any additional result returned by the pricing engine. | |
| const std::map< std::string, boost::any > & | additionalResults () const | 
| returns all additional result returned by the pricing engine. | |
| void | setPricingEngine (const boost::shared_ptr< PricingEngine > &) | 
| set the pricing engine to be used.  More... | |
|  Public Member Functions inherited from LazyObject | |
| void | update () | 
| void | recalculate () | 
| void | freeze () | 
| void | unfreeze () | 
| void | alwaysForwardNotifications () | 
|  Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) | 
| void | notifyObservers () | 
|  Public Member Functions inherited from Observer | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) | 
| std::pair< iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) | 
| void | registerWithObservables (const boost::shared_ptr< Observer > &) | 
| Size | unregisterWith (const boost::shared_ptr< Observable > &) | 
| void | unregisterWithAll () | 
| virtual void | deepUpdate () | 
| Additional Inherited Members | |
|  Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type | 
| typedef set_type::iterator | iterator | 
|  Protected Member Functions inherited from ConvertibleBond | |
| ConvertibleBond (const boost::shared_ptr< Exercise > &exercise, Real conversionRatio, const DividendSchedule ÷nds, const CallabilitySchedule &callability, const Handle< Quote > &creditSpread, const Date &issueDate, Natural settlementDays, const Schedule &schedule, Real redemption) | |
| void | performCalculations () const | 
|  Protected Member Functions inherited from Bond | |
| void | setupExpired () const | 
| void | setupArguments (PricingEngine::arguments *) const | 
| void | fetchResults (const PricingEngine::results *) const | 
| void | addRedemptionsToCashflows (const std::vector< Real > &redemptions=std::vector< Real >()) | 
| void | setSingleRedemption (Real notional, Real redemption, const Date &date) | 
| void | setSingleRedemption (Real notional, const boost::shared_ptr< CashFlow > &redemption) | 
| void | calculateNotionalsFromCashflows () | 
|  Protected Member Functions inherited from Instrument | |
| void | calculate () const | 
|  Protected Member Functions inherited from LazyObject | |
|  Protected Attributes inherited from ConvertibleBond | |
| Real | conversionRatio_ | 
| CallabilitySchedule | callability_ | 
| DividendSchedule | dividends_ | 
| Handle< Quote > | creditSpread_ | 
| boost::shared_ptr< option > | option_ | 
|  Protected Attributes inherited from Bond | |
| Natural | settlementDays_ | 
| Calendar | calendar_ | 
| std::vector< Date > | notionalSchedule_ | 
| std::vector< Real > | notionals_ | 
| Leg | cashflows_ | 
| Leg | redemptions_ | 
| Date | maturityDate_ | 
| Date | issueDate_ | 
| Real | settlementValue_ | 
|  Protected Attributes inherited from Instrument | |
| boost::shared_ptr< PricingEngine > | engine_ | 
| Real | NPV_ | 
| Real | errorEstimate_ | 
| Date | valuationDate_ | 
| std::map< std::string, boost::any > | additionalResults_ | 
|  Protected Attributes inherited from LazyObject | |
| bool | calculated_ | 
| bool | frozen_ | 
| bool | alwaysForward_ |