Package org.jquantlib.instruments.bonds

Interface Summary

Interface	Description
ConvertibleBondOption.Arguments
ConvertibleBondOption.Results

Class Summary

Class	Description
CmsRateBond
ConvertibleBond	Base class for convertible bonds
ConvertibleBondOption
ConvertibleBondOption.ArgumentsImpl
ConvertibleBondOption.EngineImpl
ConvertibleBondOption.ResultsImpl
ConvertibleFixedCouponBond	Convertible fixed-coupon bond
ConvertibleFloatingRateBond	Convertible floating-rate bond
ConvertibleZeroCouponBond	convertible zero-coupon 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.
FixedRateBond	Fixed-rate bond
FloatingRateBond	floating-rate bond (possibly capped and/or floored)
SoftCallability	%callability leaving to the holder the possibility to convert
ZeroCouponBond	ZeroCouponBond class