ConvertibleFloatingRateBond Class Reference

### A free/open-source library for quantitative finance

Public Member Functions
ConvertibleFloatingRateBond Class Reference

convertible floating-rate bond More...

`#include <ql/experimental/convertiblebonds/convertiblebond.hpp>`

Inheritance diagram for ConvertibleFloatingRateBond:
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List of all members.

## Public Member Functions
| ConvertibleFloatingRateBond (const boost::shared_ptr< Exercise > &exercise, Real conversionRatio, const DividendSchedule &dividends, const CallabilitySchedule &callability, const Handle< Quote > &creditSpread, const Date &issueDate, Natural settlementDays, const boost::shared_ptr< IborIndex > &index, Natural fixingDays, const std::vector< Spread > &spreads, const DayCounter &dayCounter, const Schedule &schedule, Real redemption=100)

## Detailed Description

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.