org.jquantlib.instruments.bonds

Class ConvertibleBond

java.lang.Object

org.jquantlib.util.LazyObject

org.jquantlib.instruments.Instrument

org.jquantlib.instruments.Bond

org.jquantlib.instruments.bonds.ConvertibleBond

All Implemented Interfaces:

Observable, Observer

Direct Known Subclasses:

ConvertibleFixedCouponBond, ConvertibleFloatingRateBond, ConvertibleZeroCouponBond

public class ConvertibleBond
extends Bond

Base class for convertible bonds

Nested Class Summary

Nested classes/interfaces inherited from class org.jquantlib.instruments.Bond

Bond.Arguments, Bond.ArgumentsImpl, Bond.Engine, Bond.EngineImpl, Bond.Results, Bond.ResultsImpl, Bond.YieldFinder

Constructor Summary

Constructors

Constructor and Description
ConvertibleBond(Exercise exercise, double conversionRatio, java.util.List<Dividend> dividends, java.util.List<Callability> callability, Handle<Quote> creditSpread, Date issueDate, int settlementDays, DayCounter dayCounter, Schedule schedule, double redemption)

Method Summary

Modifier and Type	Method and Description
java.util.List<Callability>	callability()
double	conversionRatio()
Handle<Quote>	creditSpread()
java.util.List<Dividend>	dividends()

Methods inherited from class org.jquantlib.instruments.Bond

accruedAmount, accruedAmount, calendar, cashflows, cleanPrice, cleanPrice, cleanPrice, cleanPriceFromZSpread, cleanPriceFromZSpread, dirtyPrice, dirtyPrice, dirtyPrice, dirtyPriceFromYield, dirtyPriceFromZSpread, dirtyPriceFromZSpread, faceAmount, isExpired, issueDate, maturityDate, nextCoupon, nextCoupon, notional, notional, notionals, previousCoupon, previousCoupon, redemption, redemptions, settlementDate, settlementDate, settlementDays, settlementValue, settlementValue, yield, yield, yield, yield, yield, yield

Methods inherited from class org.jquantlib.instruments.Instrument

errorEstimate, NPV, setPricingEngine

Methods inherited from class org.jquantlib.util.LazyObject

addObserver, countObservers, deleteObserver, deleteObservers, freeze, getObservers, notifyObservers, notifyObservers, recalculate, unfreeze, update

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ConvertibleBond

public ConvertibleBond(Exercise exercise,
                       double conversionRatio,
                       java.util.List<Dividend> dividends,
                       java.util.List<Callability> callability,
                       Handle<Quote> creditSpread,
                       Date issueDate,
                       int settlementDays,
                       DayCounter dayCounter,
                       Schedule schedule,
                       double redemption)

Method Detail

conversionRatio

public double conversionRatio()

dividends

public java.util.List<Dividend> dividends()

callability

public java.util.List<Callability> callability()

creditSpread

public Handle<Quote> creditSpread()