org.jquantlib.instruments.bonds

Class ConvertibleFloatingRateBond

java.lang.Object

org.jquantlib.util.LazyObject

org.jquantlib.instruments.Instrument

org.jquantlib.instruments.Bond

org.jquantlib.instruments.bonds.ConvertibleBond

org.jquantlib.instruments.bonds.ConvertibleFloatingRateBond

All Implemented Interfaces:

Observable, Observer

public class ConvertibleFloatingRateBond
extends ConvertibleBond

Convertible floating-rate bond

Warning Most methods inherited from Bond (such as yield or the yield-based dirtyPrice and cleanPrice) refer to the underlying plain-vanilla bond and do not take convertibility and callability into account.

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
ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, Handle<Quote> creditSpread, Date issueDate, int settlementDays, IborIndex index, int fixingDays, double[] spreads, DayCounter dayCounter, Schedule schedule)
ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, Handle<Quote> creditSpread, Date issueDate, int settlementDays, IborIndex index, int fixingDays, double[] spreads, 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

ConvertibleFloatingRateBond

public ConvertibleFloatingRateBond(Exercise exercise,
                                   double conversionRatio,
                                   DividendSchedule dividends,
                                   CallabilitySchedule callability,
                                   Handle<Quote> creditSpread,
                                   Date issueDate,
                                   int settlementDays,
                                   IborIndex index,
                                   int fixingDays,
                                   double[] spreads,
                                   DayCounter dayCounter,
                                   Schedule schedule)

ConvertibleFloatingRateBond

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