QuantLib 0.3.11 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

ql/Instruments/convertiblebond.hpp File Reference Detailed Description convertible bond This is a class under active development. It may change radically. Please subscribe to the quantlib list. #include <ql/Instruments/bond.hpp> #include <ql/stochasticprocess.hpp> #include <ql/Instruments/dividendschedule.hpp> #include <ql/Instruments/callabilityschedule.hpp> #include <ql/Instruments/oneassetstrikedoption.hpp> Include dependency graph for convertiblebond.hpp: Namespaces namespace   QuantLib Classes class   ConvertibleBond::option   Option like features for Convertible Bond calculation. More... class   ConvertibleBond::option::arguments   Arguments for Convertible Bond calculation More... class   ConvertibleBond::option::engine   convertible bond engine base class More...

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