/*
 Copyright (C) 2008 Daniel Kong
 
 This source code is release under the BSD License.
 
 This file is part of JQuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://jquantlib.org/

 JQuantLib is free software: you can redistribute it and/or modify it
 under the terms of the JQuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 . The license is also available online at
 .

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
 
 JQuantLib is based on QuantLib. http://quantlib.org/
 When applicable, the original copyright notice follows this notice.
 */
package org.jquantlib.instruments.bonds;

import org.jquantlib.cashflow.Callability;
import org.jquantlib.time.Date;

/**
 * %callability leaving to the holder the possibility to convert
 * 
 * @author Daniel Kong
 */

public class SoftCallability extends Callability {

	private final double trigger;
	
	public SoftCallability(final Price price, final Date date, final double trigger){
		super(price, Callability.Type.Call, date);
		this.trigger = trigger;
	}
	
	public double trigger(){
		return trigger;
	}
}