ConvertibleBond-class {ragtop} | R Documentation |
Convertible bond with exercise into stock
Description
Convertible bond with exercise into stock
Fields
conversion_ratio
The number of shares, per bond, that result from exercise
dividend_ceiling
The level of dividend protection (if any) specified in terms and conditions
Methods
exercise_decision(v, S, t, discount_factor_fctn = discount_factor_fcn, ...)
Find indexes where hold value
v
will be inferior to conversion value at each stock price level inS
, adjusted to include all past couponsoptionality_fcn(v, S, t, discount_factor_fctn = discount_factor_fcn, ...)
Return the greater of hold value
v
or exercise value at each stock price level inS
. If the given date is beyond maturity, return value at maturity.terminal_values(v, ...)
Return a terminal value. defaults to simply calling
optionality_fcn
.update_cashflows( small_t, big_t, discount_factor_fctn = discount_factor_fcn, include_notional = TRUE, ... )
Update last_computed_cash and return cashflow information for the given time period, valued at
big_t
[Package ragtop version 1.2.0 Index]