convertiblebond.h File Reference

#include "../common/types.h"
#include "../PartH/bond.h"
#include "../PartC/asset.h"
#include "./binomialTree.h"
#include <iostream>
#include <valarray>

Go to the source code of this file.

Classes
class	convertiblebond
Defines
#define	CB_DEFAULT_FACEAMOUNT   100
#define	CB_DEFAULT_MATURITY   1
#define	CB_DEFAULT_DAYCOUNT   ACT_360
#define	CB_DEFAULT_RATE   0.05
#define	CB_DEFAULT_SPREAD   0.02
#define	CB_DEFAULT_SO   100
#define	CB_DEFAULT_SIGMA   0.30
#define	CB_DEFAULT_STEPS   4
#define	CB_DEFAULT_RATIO   10
#define	CB_DEFAULT_CALLPRICE   TN_INFINITY
#define	CB_DEFAULT_PUTPRICE   0

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Define Documentation

#define CB_DEFAULT_CALLPRICE   TN_INFINITY

Definition at line 29 of file convertiblebond.h. Referenced by operator<<().

#define CB_DEFAULT_DAYCOUNT   ACT_360

Definition at line 16 of file convertiblebond.h.

#define CB_DEFAULT_FACEAMOUNT   100

Definition at line 14 of file convertiblebond.h.

#define CB_DEFAULT_MATURITY   1

Definition at line 15 of file convertiblebond.h.

#define CB_DEFAULT_PUTPRICE   0

Definition at line 30 of file convertiblebond.h. Referenced by operator<<().

#define CB_DEFAULT_RATE   0.05

Definition at line 17 of file convertiblebond.h.

#define CB_DEFAULT_RATIO   10

Definition at line 28 of file convertiblebond.h.

#define CB_DEFAULT_SIGMA   0.30

Definition at line 22 of file convertiblebond.h.

#define CB_DEFAULT_SO   100

Definition at line 21 of file convertiblebond.h.

#define CB_DEFAULT_SPREAD   0.02

Definition at line 18 of file convertiblebond.h.

#define CB_DEFAULT_STEPS   4

Definition at line 25 of file convertiblebond.h.

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