org.jquantlib.instruments.bonds

Class ConvertibleBondOption

java.lang.Object

org.jquantlib.util.LazyObject

org.jquantlib.instruments.Instrument

org.jquantlib.instruments.Option

org.jquantlib.instruments.OneAssetOption

org.jquantlib.instruments.bonds.ConvertibleBondOption

All Implemented Interfaces:

Observable, Observer

public class ConvertibleBondOption
extends OneAssetOption

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static interface	ConvertibleBondOption.Arguments
static class	ConvertibleBondOption.ArgumentsImpl
static class	ConvertibleBondOption.EngineImpl
static interface	ConvertibleBondOption.Results
static class	ConvertibleBondOption.ResultsImpl

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

OneAssetOption.Engine

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

Option.Greeks, Option.GreeksImpl, Option.MoreGreeks, Option.MoreGreeksImpl, Option.Type

Constructor Summary

Constructors

Constructor and Description
ConvertibleBondOption(ConvertibleBond bond, Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, Handle<Quote> creditSpread, Leg cashflows, DayCounter dayCounter, Schedule schedule, Date issueDate, int settlementDays, double redemption)

Method Summary

Modifier and Type	Method and Description
void	setupArguments(PricingEngine.Arguments args) Passes arguments to be used by a PricingEngine.

Methods inherited from class org.jquantlib.instruments.OneAssetOption

delta, deltaForward, dividendRho, elasticity, fetchResults, gamma, isExpired, itmCashProbability, rho, setupExpired, strikeSensitivity, theta, thetaPerDay, vega

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

ConvertibleBondOption

public ConvertibleBondOption(ConvertibleBond bond,
                             Exercise exercise,
                             double conversionRatio,
                             DividendSchedule dividends,
                             CallabilitySchedule callability,
                             Handle<Quote> creditSpread,
                             Leg cashflows,
                             DayCounter dayCounter,
                             Schedule schedule,
                             Date issueDate,
                             int settlementDays,
                             double redemption)

Method Detail

setupArguments

public void setupArguments(PricingEngine.Arguments args)

Description copied from class: Instrument

Passes arguments to be used by a PricingEngine. When a derived argument structure is defined for an instrument, this method should be overridden to fill it.

See Also:

Instrument.Arguments, PricingEngine