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Definition at line 156 of file convertiblebond.cpp.
References convertiblebond::_bt, convertiblebond::_btCached, convertiblebond::_callPrice, convertiblebond::_conversionRatio, bond::_faceamount, bond::_issue, bond::_maturity, convertiblebond::_n, convertiblebond::_putPrice, convertiblebond::_stock, CB_DEFAULT_CALLPRICE, CB_DEFAULT_PUTPRICE, convertiblebond::delta(), convertiblebond::fairvalue(), convertiblebond::gamma(), asset::getPrice(), asset::GetVolatility(), convertiblebond::interestRateDelta(), convertiblebond::parityDelta(), convertiblebond::parityGamma(), and Date::toString(). |