org.jquantlib.instruments.bonds

Class ConvertibleFixedCouponBond

java.lang.Object

org.jquantlib.util.LazyObject

org.jquantlib.instruments.Instrument

org.jquantlib.instruments.Bond

org.jquantlib.instruments.bonds.ConvertibleBond

org.jquantlib.instruments.bonds.ConvertibleFixedCouponBond

All Implemented Interfaces:

Observable, Observer

public class ConvertibleFixedCouponBond
extends ConvertibleBond

Convertible fixed-coupon bond

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
ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, Handle<Quote> creditSpread, Date issueDate, int settlementDays, double[] coupons, DayCounter dayCounter, Schedule schedule)
ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, Handle<Quote> creditSpread, Date issueDate, int settlementDays, double[] coupons, DayCounter dayCounter, Schedule schedule, double redemption)

Method Summary

Methods inherited from class org.jquantlib.instruments.bonds.ConvertibleBond

callability, conversionRatio, creditSpread, 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

ConvertibleFixedCouponBond

public ConvertibleFixedCouponBond(Exercise exercise,
                                  double conversionRatio,
                                  DividendSchedule dividends,
                                  CallabilitySchedule callability,
                                  Handle<Quote> creditSpread,
                                  Date issueDate,
                                  int settlementDays,
                                  double[] coupons,
                                  DayCounter dayCounter,
                                  Schedule schedule)

ConvertibleFixedCouponBond

public ConvertibleFixedCouponBond(Exercise exercise,
                                  double conversionRatio,
                                  DividendSchedule dividends,
                                  CallabilitySchedule callability,
                                  Handle<Quote> creditSpread,
                                  Date issueDate,
                                  int settlementDays,
                                  double[] coupons,
                                  DayCounter dayCounter,
                                  Schedule schedule,
                                  double redemption)